interesting, In my case I need the cancelmktdata in case I run to Error 300, too many instruments subscribed. My experience is that in lag between cancelmktdata and IBKR cancelling the mktdata is that IBKR PACE doesn't actually cancel the first request, for example if I sent ticker ID 1-300 to be cancelled, I could sometimes get ticker id 245 cancelled before ticker 45,? (I continue getting ticker id 45 callbacks a long time before ticker 245, (which i confirm is cancelled by getting error Can't find EId) has anyone else had this?
