On QQQ that is true and that is why I play them. On other stocks it depends on the liquidity of the stock and it could take even a few minutes to fill the whole block (I sometimes have partial fills since Datek sometimes splits the order in order to fill it).
"When fascism comes to America, it will be wrapped in the flag and carrying a cross." - Sinclair Lewis
"Those Who Would Sacrifice Liberty for Security Deserve Neither." -Benjamin Franklin