I have been away from the trading game for quite sometime. A long time ago, when commission rates were not so favorable for average prop traders like they are today; meaning "cheap" and the brand spanking new DOT system was all the fuss at the NYSE......................... On the DIA and SPY ETF's, you could see the order book in real time and the dozens and dozens of different entities on the bid/ask. The spread was always tight and always a penny and the volume at a frenetic pace. What we discovered though is that you could place a buy order just slightly under the bid for 2 cents and get filled pretty consistently; like five times an hour on 500 to 1000 share blocks. You would then immediately turn around and sell it for the bid price to one of the buyers sitting on that massive yellow colored bid wall and pocket the two cents. The only problem is 8 years ago or so, the commission rates were not that conducive for a two cent rip. So present day in a SUPERDOT world with much more favorable commission structures, is this kind of strategy something you could accomplish?? Or in the new era now of routing orders, taking away liquidity, etc. is this little quirk in the system a dinosaur along with the ancient DOT topology?