Do you provide us with information in our system when there is a cancellation of an event, aside from the message in the trading channel?

When there is a cancellation of an event, you should get a fixture_change message, and within market cancellations (bet_cancel messages) you should also get a void_reason_id that tells why the market was cancelled. These are all the reasons currently available on the Odds Feed API:

<void_reasons response_code="OK">
    <void_reason id="1" name="forfeit" description="Forfeit" template="The market has been canceled as {team} has forfeited the game.">
        <param name="team"></param>
    </void_reason>
    <void_reason id="2" name="fraud" description="Fraud" template="The market has been canceled due to a suspicion of fraud from {team}.">
        <param name="team"></param>
    </void_reason>
    <void_reason id="3" name="error" description="Error" template="The market has been canceled due to a wrong market result. The correct result is {selection}.">
        <param name="selection"></param>
    </void_reason>
    <void_reason id="4" name="not_played" description="Not played"></void_reason>
    <void_reason id="5" name="other" description="Other" template="{custom}">
        <param name="custom"></param>
    </void_reason>
    <void_reason id="7" name="match_postponed" description="Postponed" template="The match has been canceled as it was rescheduled for more than 24 hours away or to an unknown date."></void_reason>
    <void_reason id="8" name="match_forfeit" description="Forfeit" template="The match has been canceled as {team} has forfeited the game.">
        <param name="team"></param>
    </void_reason>
    <void_reason id="9" name="match_format" description="Format" template="The match has been canceled due to a change in format of the match."></void_reason>
    <void_reason id="10" name="match_schedule_change" description="Schedule change" template="The match has been canceled due to a schedule change (Different matchups)."></void_reason>
    <void_reason id="11" name="match_withdrawal" description="Withdrawal" template="The match has been canceled as {team} has withdrawn from the tournament.">
        <param name="team"></param>
    </void_reason>
    <void_reason id="12" name="match_fraud" description="Fraud" template="The match has been canceled due to a suspicion of fraud from {team}.">
        <param name="team"></param>
    </void_reason>
    <void_reason id="13" name="match_other" description="Other" template="{custom}">
        <param name="custom"></param>
    </void_reason>
</void_reasons>