If you are creating an application that users interact with then an easy way to allow the user to select multiple markets is to use the API's MarketPickerMulti
' Display the market picker to the user for them to select some markets.
moMarkets = moHost.MarketData.MarketPickerMulti(moMarkets, Nothing)
' Check to see if markets were selected.
If Not moMarkets Is Nothing Then
' Subscribe to the markets.
For Each oMarket As Market In moMarkets
If the user selected some markets then they will be returned in an ArrayList, if they didn't then the default markets you specified will be returned. In this example above the previously selected markets would be returned. You can also pass Nothing as the default in which case Nothing will be returned if they don't select anything.