trading security volume that affects price Curious if there's a formula for this. There are some notorious cases of software (accidentally) and people (purposefully) quickly unloading a given security, causing the price to (temporarily, generally) plummet. 

Is there a general formula for determining how many issues can be transacted in a given time period so that the market price is minimally impacted?
There are countless models, from different perspectives (theory/econometric/etc.) on price impact of trade volume. The seminal model in market microstructure---the Kyle model (85 Econometrica) addresses this very issue. There are many descendents of this model.

To demand a "formula" is a little simplistic. The usual framework for these models, if micro-founded, is strategic. The price impact is a property of the resulting game-theoretic equilibrium. In the Kyle model, one has

$$
\Delta p = \lambda\cdot Q 
$$

where $\Delta p$ is the price adjustment of market maker when the incoming total order flow is (only market orders are considered) $Q$. The coefficient $\lambda$ (Kyle's lambda) is a measure of price impact, and is determined by the severity of the adverse selection problem faced by the market maker.