I'm thinking of opening an account with GFT and just finished talking with their sales person. The guy said that gaps could occur with them but then they would fill me at the next available price and that would happen rarely anyway, so not to worry. Slippage is a problem for me always because of my style of trading. I only trade announcements and I am in the market when there is a lot of volatility, so I am careful at spread widening, gaps and such problems associated with those times. Now, what i was curious was what do people that deal with GFT or were involved with them in the past think of GFT practices during volatile as well as normal times. Is GFT an honest brooker?