Multivariate point processes have a long history of application to areas such as queueing theory, neural coding, high frequency finance. However the dominant models exclude coincidences i.e. of events in two different point processes occurring simultaneously. Here we consider testing for simultaneous occurrence of events between two point processes. Though this kind of problem occurs widely in practice it has been largely ignored. We develop a simple test based on cross covariance type statistics and illustrate it with simulations and on real data.