Makes no sense. I only know of one exchange where it was possible to jump the line (NYSE) and that strategy is long gone. Problems I notice. 1) How are you jum

Makes no sense. I only know of one exchange where it was possible to jump the line (NYSE) and that strategy is long gone. Problems I notice. 1) How are you jumping ahead to buy at Y? 2) How do you know someone is willing to pay at Z. I guess if in your scenario the spread is larger and there are outstanding orders at Z but the way you explain this problem is incorrect.