I dk about GW vs TWS issue, but if you think it's a cold JVM issue, you could "preheat" the JVM by submitting a "way-off-the-market" order in pre-market.
Something like "BUY 1 IBM at 0.01 IOC"
I've been a lurker forever, but a buddy sent me this analysis of the market meltdown on May 6th, and I wanted to post it.
To me, it was a pretty interesting read
http://www.nanex.net/20100506/FlashCrashAnalysis_Intro.html
Thanks,
Dmitry