Depth of Market, page-3

Also, what do you consider small? If you mean 10k limit order on a stock turning over $1mill/day, then bots will recognize that and swing it against you (unless it's running extremely hard). If by small you mean 200$, then no one will fuss too much about that. But yeh, bots are on the lookout for 'dumb' retail traders with amounts over 5k. (not calling you dumb; I've done it many times myself).