A cross should be impossible in a healthy market — it implies someone is willing to pay more than someone else is willing to accept, with nobody matching them. In practice it means a feed is lagging, a venue is not responding, or a quote is stuck.
Systems react defensively: many algorithms pause routing during crosses, and venues may invoke self-help to ignore an unresponsive market rather than keep routing into a black hole.
Example: the tape shows 42.10 bid and 42.05 offered, a negative 5-cent spread. In reality one venue's securities-information-processor update is 900 milliseconds stale; firms on a direct-feed see 42.04 / 42.05 and trade normally while consolidated-feed users sit out.
Related: locked-market, securities-information-processor, direct-feed, latency