Broker Question --- Trade Size Limit

["Nicholas Kormanik" <nkormanik@xxxxxxxxx>]

I'm currently trading K-Mart (KM), currently around $1.80.  I presently
use Datek Online.  Datek only allows each trade to be 5000 shares or
less.  I would like to find an excellent online broker where I can trade
30,000 shares with a single trade.  With Datek I have to enter 6 trades.
In a fast moving environment, as KM currently is, I want to be able to
get in and get out as efficiently as possible.

Please suggest an alternative online broker that you know to be
excellent where I can quickly trade these large volumes with a single
trade.

Thanks,
Nicholas