So much mis-information in this thread. j0sh, you have not provided enough information to provide you with an answer. What exchange, what country, what rules, who are you, how do you face your exchange, how much capital, what instruments/securities are you trying to trade, how many people are you, do you have programmers, etc. Please do yourself a favor and don't answer those online in a public forum. Market Making and Spread Trading is easy - making money is the hard part. There are lots of Frontier markets that are desperate for volume and electronic trading - however they are also in countries that most people either can't access or most banks have identified as too risky to engage. Unless you are a troll just let this thread die out and start asking elsewhere.
U pay the exchanges to play. Otherwise, HFT will blow u away in a blink of an eye. More than 90% of small traders lose! They just lose!
Maybe I misunderstood your question -- I was giving an example of how some (privileged) parties can trade (barely) inside the bid or ask, which is actually a very privileged situation. To attempt to trade at the existing bid or ask as a retail client: If you're talking about the US markets, you can indeed (attempt to) trade at the bid or the ask. Just put in an order that's routed directly to some exchange (such as NSDQ or ARCA), and either match or better the best bid or ask at the time, and your order will be placed in the queue on a "price-time priority" basis (for most venues at least). This also holds true for most other (non-US) exchanges, as far as I know. Of course, whether or not your order is executed upon depends on what other people do (including others who may compete with your posted bid or ask, not to mention those who might trade with your order, known as "liquidity takers", at least in the US).