Use whatever you like to fill in under the railing - rope, plywood, whatever. Kids probably shouldn't be able to slip through, though. I had lots of nicely weathered cedar boards which I just nailed up with gaps between. I used strips of 1 x 1 to hold them in place either side under the railing. The only tricky bit was the angled bit leading down to the platform - a bit of trial and error here, because it is tricky to line up the railing with the sides of the platform.