How to cancel an observable sequence

It is an old thread, but just for future reference, here is a simpler way to do it.

If you have a CancellationToken, you are probably already working with tasks. So, just convert it to a Task and let the framework do the binding:

using System.Reactive.Threading.Tasks;
...
var task = myObservable.ToTask(cancellationToken);

This will create an internal subscriber that will be disposed when the task is cancelled. This will do the trick in most cases because most observables only produce values if there are subscribers.

Now, if you have an actual observable that needs to be disposed for some reason (maybe a hot observable that is not important anymore if a parent task is cancelled), this can be achieved with a continuation:

disposableObservable.ToTask(cancellationToken).ContinueWith(t => {
    if (t.Status == TaskStatus.Canceled)
        disposableObservable.Dispose();
});

If you're using the GenerateWithTime (replaced now with Generate passing in a timespan func overload), you can replace the second parameter to evaulate the state of the cancellation token as follows:

var pulses = Observable.Generate(0,
    i => !ts.IsCancellationRequested,
    i => i + 1,
    i => i,
    i => TimeSpan.FromMilliseconds(500));

Alternatively, if your event which causes the cancellation token to be set can be converted to an observable itself, you could use something like the following:

pulses.TakeUntil(CancelRequested);

I posted a more detailed explanation at http://www.thinqlinq.com/Post.aspx/Title/Cancelling-a-Reactive-Extensions-Observable as well.