From the API documentation... Cancelled - the balance of your order has been confirmed canceled by the IB system. This could occur unexpectedly when IB or the destination has rejected your order. I take this to mean that this event can occur anywhere within the order fill process, does this mean I have to handle it in unfilled, partially and filled states? Anybody have any experience with this state popping up in weird places?
If the order is cancelled this is reflected in its status. Other possibilities are a preliminary rejection, where you reach the inactive status. And, yes, you could have a partially filled order. (I am not really clear what you are asking. I may not have understood well your question) T
I guess to re-phrase the question, the documentation could be interpreted as saying 'canceled events can happen anytime and for what ever reason' (discarding user/api initialed cancels). I was wondering if this is the case in other peoples experience.