We have called the American Kestrel the Sparrow Hawk for so long it’s difficult not to. But it’s a kestrel, a little falcon, and eats way more insects than small birds.
The Merlin is another small falcon and seldom seen as it only migrates through. The one directly below may be a male of the “Taiga” variety that is supposed to be more common in eastern United States and Canada
This Merlin looks to be a male of the “Prairie” variety.