That's a poor old American Cockroach. The "white stuff" you're talking about is a mixture of the roach's internal organs and haemolymph (which is a clearish white when oxygenated). Most arthropods (with some exceptions, such as Horseshoe Crabs) have a whitish haemolymph.

Nicholas is correct, Periplaneta americana.

It a good old American Cockroach.

I killed it so I know it's hard to see. When I killed it white stuff came out is cockroachs the only bug that will have white stuff come out of them? I showed it to dad he said it wasn't one.