What are "normal market dynamics" in this context?

2009/12/28 Megh <megh700004@yahoo.com>

>
> Hi all, Merry Christmas and happy new year
>
> Here I am into some analysis on, maximum how many lots a market perticipant
> can buy/sell in a particular day, on a particular futures contract without
> altering the normal market dynamics and in what extend dynamics would be
> influenced for some trade exceeding that stipulated amount.
>
> Data I have is, contract-wise high, low, open, close quote as well as
> traded
> volume on daily basis. Can experts here point out how should I do that. Any
> references/published papers/books will be highly helpful to me.
>
> Thanks and regards,
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