Days To Forget

I have also shared your feelings. Made so much money like this. I remember with the 4 second valid quotes, I had become such an expert that I'd request a quote 2 seconds before economic datas so when the data came out and markets moved, I had a pre-data price!!

Another opportunity I noticed were major price differences between stocks (futures prices) as some brokers would factor in dividends later than others. So would long with one, short the other until one of them readjusted....

Also there were brokers who were generally slow and their prices would spike, that one could take advantage by sitting by the screen.

Slowly all these opportunities evaporated (by 2007/2008). Maybe if one really wanted, could still find something as there are so many new brokers/spreadbetters but probably will be alot more difficult with improved technology/systems etc

I found one a couple of months back over at E*Trade. They are usually good for some spiking :)
 
Not quite the same thing, but a few years ago I had an account with an american market maker. I was looking at a minor FX pair when their quotes dropped 2000 pips! I went long about $50 pp if I remember correctly, after a moment their quotes returned to the market... I wasn't expecting to keep the money; and I didn't... Shame ;-) .
 
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