Not included, but my guess is that probably because of the already complex price mechanics of spreads, the additional burden of the beneficial fill/price/possible rebated routing of the algo wouldn't be practical.
thank you so much for a wonderfully informative reply. We will certainly revisit the strategy BUT we we would probably ONLY need this for when we screwed up a spread ( like we did last week). We also have an exit in mind GTC so that's another strike against this. Again thanks so much.