That's the catch, to have a good handle NFP's you need to be around for what happened beforehand. I wonder if there really are traders who watch the markets daily and are capable of sitting on their hands the vast majority of the time. It's hard enough trying to limit your actions during each session, I try my hardest not to get suckered into micro-tape trading.
The only problems you mentioned which I have are delayed stock openings, and slippage. Slippage is relatively inconsequential for me - when I'm chasing a ripping stock where everyone wants to get it, my limit order might not get printed, and I risk that. I don't pay data/charting costs, have never had a connection/platform outage, and never get bad fills since I don't use market orders and only trade with autoexec limit orders and through ECNs.
Assent/Lynx. I just use Anvil's default charting (Anvil is the execution software provided by Assent). The executions/relability are top notch; not once has the system ever gone down. I've had stale quotes a few times, but the issue is resolved within 5-10 minutes at most.
Minmike totally agree! I felt this way before switching over to futures. >All I can say is one word Futures >I'v never dealt with 1-5