Right, I was referring to the "going between the markets" on the Small Order Entry System to attempt to pick off the market makers with those wide spreads. SOES was "interesting" - didn't last too long, but showed how quickly markets can adapt (SoesBusters software, etc.). Don
I dont mean this to be a dick at all, but if you're asking these questions, you shouldn't trade any stock on an intraday timeframe until you've watched price for some time.