So to do that right, you get on the phone with broker who agrees to buy such quantity. You put order SELL at $5 and 1,000,000 shares ONLY, which means noone can buy just 10 shares: you take 1MM or none. Once your call reach the market, within seconds the other party puts a BUY call at 1,000,000 shares. 10 seconds later the whole transaction is done. It doesn't affect market at all, because the price fluctuates based on supply and demand. In our scenario X of supply met X of demand immediately, so the market didn't tick. Of course such large volume might be some sort of a signal (buy or sell, depends on party that looks at it), but will not trigger serious movement of stock, immediately.