When selling a stock at market order, if you sell enough shares, price will drop alot depending on liquidity of the stock. How does it work with forex? I mean, you never see how many orders there are when say buying USD/JPY You just click a button and get filled instantly. How big of a size would you have to do before you didnt get filled instantly? Millions? Billions? It seems unreasonable to think that someone would come in to buy say 1000 lots (100 million dollars) of USD/JPY at 104.109 and get filled at EXACTLY that price for the whole order. Right?
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