I think any broker offering tight spreads and guarateed quote filling during news times would be driven bancrupt in no time.

And trading today with a 'best' broker who is bancrupt tomorrow, that doesn't make sense to me.

So for me it's ok when they widen their spreads a little bit as long as it's not too much and coming back soon.

More important than fixed spreads seems to me that my orders are filled immediately at the quoted price.

So what i look for is a broker offering limited spread and filling my orders at news times immediately with small slippage.

I would appreciate your practical experience in detail:

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<DateTimeOfTrade>,
<TimeSpanOfOrderExecution>,
<Slippage>,
<maxSpread>,
<TimeSpanTillSpreadComesBack>
<LotSize>

Hi mmccormac,
I would be interested to hear which broker was filling your orders at news time spikes.

Regards Martin

PS:
Re Futures und CME-Equivalents (http://www.cme.com/trading/dta/real/eqivalents4042.html)
I found that CME calculation is sometimes wrong as they use false foreward points (=Future premium).
So before using their results you should control at normal trading time (without spikes) that the resulting data are within Forex Broker Spot Spreads.
If CME result is not within Spot Spread (in normal trading time) you have to correct their +- forward points.
Simply type a plus or minus forward point number, which shifts results into Spot Spread, into the box below the equivalent number and you can use their results during news times to find arbitrage opportunities.