Intraday Threshold Width Violation Handling

When the BBO width of a simple Futures instrument exceeds the threshold width intraday, all associated spread instruments are immediately transitioned into a Queuing state. Each affected spread instrument will remain in a Queuing State until threshold width conditions are cleared in all constituent legs, at which time the Opening Process presented above is executed to determine a re-opening price. Uncrossing matching occurs and the instrument transitions back to a Trading state.

This does not apply to Options spread instruments.