It's worth checking Order History against EZ View Report and Account History Report, I found quite a few discrepancies when I had an account with GFT (all in their favor).
Also market orders go into the working orders tab before being filled. Across data and other volatile times they can sit there for a while as price is moving, you can't cancel them and you end up getting filled at whatever price a dealer decides :eek:
Mind you this was a couple of years ago, things may have changed.