Are there any links between the primary and secondary levels of a subscription in Command mode?

Lets say the requirement is subscribing to all the cities population by state level.

So there is a Command subscription for the state.
connected to that subscription is a second level subscription for city key and a population field.

In the event that a multiple states can have cities with the same name, is there a link between the secondary and primary subscriptions ie the secondary connection knows we are only talking about one state... Or does the secondary subscription need a complex key of the