To my knowledge, as yet nobody has implemented cross price elasticities into TIMES. As Denise mentioned, the MARKAL-MICRO variant requires the model to be solved as an NLP, which reduces the usability of the feature in large models. Anybody can, of course, implement such a feature into TIMES: the TIMES model generator is open source code and extensible.
Open source code evolves through community cooperation. The TIMES model generator is developed jointly by the members of the ETSAP community. If you would like to have a TIMES-MICRO variant, I strongly encourage you to implement it into TIMES, and then distribute it for the benefit of all ETSAP members.