how then do i buy say 1000 shares of a thinly traded stock? if i put in a market order as you seem to imply then it gets filled like--100 shares at 20, 100 more at 20 1/4, 200 at 20 3/4, etc.

if i fill or kill then they dont have all the shares right then and it never gets filled.

but if i put a limit order in then maybe they have enough time to put together the sale. am i wrong here? at least i have some control over where my price is.