Not every broker is the same, but some (like etrade) are better at negotiating best prices at gaps when the gap is in your favor. TDAmeritrade does not seem to do as well.

I'd suggest for the typical user to pay attention to how well your broker takes care of your premarket limit orders on a gap. If you do a limit order and see a gap, but your order is executed at the limit (i.e. Robot) price instead of the gap price, consider another broker.