Yeah, I saw that on Oanda. For Eur/USD, IB and Hotspot remained tight before/during/after the LEI @ 10:00EST. Same with CME EuroFX.
I have a solution. Get flat and instruct Oanda to wire or cut a check for your balance. Everyone wants to exploit one way paper at the expense of the dealer. GLOBEX is the answer if you want to trade the news. Hotspot has a great platform and Currenex is nice as well if you must trade spot.