Since IB is pretty restrictive on the amount of data you can subscribe to (default of 100 or so market data lines), I'm wondering what happens in live mode when that amount is exceeded either when adding new market data or when requesting a large option chain that exceeds the amount. Does LEAN make an effort to queue the requests for IB and throttle or take periodic snapshots so one is never oversubscribed, or is there a callback for failure to request the live data.

Here's a concrete example: Portfolio has 100 or so options at all times, so I need to monitor those 100 at once all the time (say at 1 - 5 min intervals). And then scan a universe of 100 underlyings, request some options for each, do some calculations and rebalance the porfolio. What will happen when all those are live data requests to IB?