The difference between the price that triggered or initiated an aggressive order and the price or prices where it actually fills because available liquidity was insufficient at the first price.
Full Explanation
Slippage occurs because a market order prioritizes execution, not a guaranteed price. If there is enough opposing liquidity at the best available price, the order can fill there. If not, the remaining portion must continue to worse prices until enough liquidity is found.
Stops are especially vulnerable because the stop price is a trigger, not a guaranteed exit price. When many stops trigger together, they can create a burst of aggression competing for the same resting liquidity. The first orders may fill near the trigger while later orders have to reach farther into the book.
Slippage can become more pronounced during thin liquidity, fast markets, session transitions, or news events. It is not necessarily evidence that a broker changed the rules. It is a normal consequence of demanding immediate execution when the market does not have enough resting orders at the price you expected.