A recent concern of mine is a difference at price that could happen in the ECN market.Suppose you exchange with high leverage, and a slice of news strikes that sends the next tick a million pips below your stop. Automatic margin call? No.In the actual market, another tick is exactly what you get... which will send your account into debit.How bad can it get? What if a nuke went off? What would the market do?The bottom line: who want to owe the broker $10,000 since the market gapped on them at a transaction, and filled them beyond a margin call? Improbable? Yes. But theoretical and I want to hear thoughts on this.