i'd heard that the IPE set some ridiculous rule busting trades if they occur more than 25 ticks from the last trade.
Cant understand how that could possibly work in a thinly quoted spread or back month outright which might not trade much, given how volatile brent is it would be nearly impossible for a trade to occur WITHIN that bust range!? the front month price sometimes hops 10-20 ticks in one go, never mind back months.