what would you say is the max size to execute in NQ and ES before running into problems, these days? obviously, slippage is what it is but has anyone had a problem getting fills at a certain size in either product and if so, have you layered or iceberged your orders to achieve success?

MATTERHORN 

what would you say is the max size to execute in NQ and ES before running into problems, these days? obviously, slippage is what it is but has anyone had a problem getting fills at a certain size in either product and if so, have you layered or iceberged your orders to achieve success?

Very interesting question. I doubt there would be an exact answer. BUT I would say USA open (first 2 hours) and USA close (2hrs before) you would have much higher non slippage point than the rest of the day. In these hours I doubt you'd have any major issues with slippage upto 50 contracts. But then idk. I'm still under 10 contracts per trade. Depends how you trade but myself using 500 tick or 15 second charts - easily get 5 clicks away if not 10 clicks before I would miss the price, I wanted at exhaustion ... so even at 9 contracts per click you'd get 45+ contracts on easily. Thats MASSIVE. I use a rule of 1 contract per 10k as risk.
Which is a nice 1-3%. lol sorry probably haven't helped you much but it is a question I too would like to know. Is there a more liquid market to trade as a retailer? I always wonder why people trade apple, tesla, stocks etc? Surely ES has much more liquidity?

Es and nq have completely different liquidity profiles.
This question is very vague. You can do 49,999 lots in 1 click if you want.

The liquidity will show up as your fill prices get worse and away from equilibrium.

There's a slippage liquidity calculator on cme.
You can ALWAYS do a block trade to get better prices with less slippage.

Icebergs. Sure but sometimes you show your actual size. Depends on what your trying todo