Dislikedyeah all sessions are affected and all lot sizes. I even get slipped on my 0.01 lot trades! what is also interesting is that I never get positive slips only negative... their slippage isnt that bad when compared to say FXCM, but its there...Ignored
I mostly trade with pepperstone and I only noticed some slippage when I was experimenting with odd pairs but I put that down to my internet connection because it was playing up now and then. For this reason I now have a 2nd (mobile broadband) internet connection as a backup.
My son who trades with Axi EUR/USD and AUD/USD hasn't noticed anything either but he said that micro lot orders perhaps aren't filled as quickly as larger lots.
I think both Pepper and Axi don't have dealing rooms so any slippage should be due to external conditions don't you think?
Here is an explanation of how slippage occurs
http://www.dailyfx.com/forex/educati.../Slippage.html
Are you using MT4?
How's your internet connection?
Have a nice day