I won't mention broker names here (it was a "reputable" one), but this happened to my manual trading account - when EUR/CHF was pegged I had buy order and S/L at 1.185 ( if I remember correctly), and only at my broker there was spike that caught my SL (this was one year before the EUR/CHF crash), and never in any official information the price never went at that price, but somewhere at 1.196, I think. I didn't want to argue, just pulled out my money. I heard some guys managed to get their money back once they complained, but I didn't want to go through that, just went for another broker.