Not surprising, hence the recommendation from @Hilmar,
We don't know your testing condition and benchmark. Keep in mind that even a few instruments are traded only once a day. (or even not at all!), and also that the time to assemble and process your order is something to factor in too.
So 4 aggregations/second won't change that much. In my limited experience there generally are only about 1000 US Stocks really can go beyond 4 tick/sec
Try APPL on friday at 15:45, or on Forex pair like USD/EUR 10 seconds after a speech from Powell or publication of CPI that didn't follow predicted values.
reqMktData with 4 aggregations second (stocks) or faster on other classes had most probably be designed thinking that it's enough to take a decent decisions and keep IBKR IO pace under control, and it most probably do both efficiently.
Rogers
