Unfilled Stops

[wwx]

From a previous post:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=63921&perpage=6&pagenumber=4

Quote from Pabst:

Globex merely matches buyers and sellers. When a bunch of sell stops start cascading with no buyers, i.e. if there was an assassination or nuclear terror attack, you can figure a sell stop in ES would be filled 20-50 worse and in an index product that's less liquid, like NQ, ER2, or YM, perhaps 5% worse. In fact with the stop circuit breakers it's possible that on a really big move your stop won't get filled at any price. It'll just remain as a limit order unfilled at higher levels.

As recently as 2003 a cascading stop situation took YM down 500 points! Of course those trades were busted but it should enlighten one to the possibilities as to how real news could affect the book.

Would fellow ET members care to share their experiences regarding unfilled stop orders in ES, 6E, etc as a result of a seismic news event? What happened on the day after circuit breakers had kicked in?