diff --git a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJob.java b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJob.java
index bafcc49bf9d..7947de35c40 100644
--- a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJob.java
+++ b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJob.java
@@ -23,6 +23,7 @@ import java.io.ByteArrayOutputStream;
 import java.io.IOException;
 import java.io.InputStream;
 import java.util.Optional;
+import java.util.concurrent.ExecutionException;
 import java.util.function.Supplier;
 
 class ScheduledJob {
@@ -38,7 +39,6 @@ class ScheduledJob {
     private final DataExtractorFactory dataExtractorFactory;
     private final Supplier<Long> currentTimeSupplier;
 
-    private volatile DataExtractor dataExtractor;
     private volatile long lookbackStartTimeMs;
     private volatile Long lastEndTimeMs;
     private volatile boolean running = true;
@@ -104,9 +104,6 @@ class ScheduledJob {
     }
 
     public void stop() {
-        if (dataExtractor != null) {
-            dataExtractor.cancel();
-        }
         running = false;
         auditor.info(Messages.getMessage(Messages.JOB_AUDIT_SCHEDULER_STOPPED));
     }
@@ -124,8 +121,12 @@ class ScheduledJob {
 
         RuntimeException error = null;
         long recordCount = 0;
-        dataExtractor = dataExtractorFactory.newExtractor(start, end);
+        DataExtractor dataExtractor = dataExtractorFactory.newExtractor(start, end);
         while (dataExtractor.hasNext()) {
+            if (!isRunning() && !dataExtractor.isCancelled()) {
+                dataExtractor.cancel();
+            }
+
             Optional<InputStream> extractedData;
             try {
                 extractedData = dataExtractor.next();
@@ -136,12 +137,7 @@ class ScheduledJob {
             if (extractedData.isPresent()) {
                 DataCounts counts;
                 try (InputStream in = extractedData.get()) {
-                    PostDataAction.Request request = new PostDataAction.Request(jobId);
-                    ByteArrayOutputStream outputStream = new ByteArrayOutputStream();
-                    Streams.copy(in, outputStream);
-                    request.setContent(new BytesArray(outputStream.toByteArray()));
-                    PostDataAction.Response response = client.execute(PostDataAction.INSTANCE, request).get();
-                    counts = response.getDataCounts();
+                    counts = postData(in);
                 } catch (Exception e) {
                     if (e instanceof InterruptedException) {
                         Thread.currentThread().interrupt();
@@ -155,7 +151,6 @@ class ScheduledJob {
                 }
             }
         }
-        dataExtractor = null;
 
         lastEndTimeMs = Math.max(lastEndTimeMs == null ? 0 : lastEndTimeMs, end - 1);
 
@@ -179,6 +174,15 @@ class ScheduledJob {
         }
     }
 
+    private DataCounts postData(InputStream inputStream) throws IOException, ExecutionException, InterruptedException {
+        PostDataAction.Request request = new PostDataAction.Request(jobId);
+        ByteArrayOutputStream outputStream = new ByteArrayOutputStream();
+        Streams.copy(inputStream, outputStream);
+        request.setContent(new BytesArray(outputStream.toByteArray()));
+        PostDataAction.Response response = client.execute(PostDataAction.INSTANCE, request).get();
+        return response.getDataCounts();
+    }
+
     private long nextRealtimeTimestamp() {
         long epochMs = currentTimeSupplier.get() + frequencyMs;
         return toIntervalStartEpochMs(epochMs) + NEXT_TASK_DELAY_MS;
@@ -195,7 +199,6 @@ class ScheduledJob {
         AnalysisProblemException(Throwable cause) {
             super(cause);
         }
-
     }
 
     class ExtractionProblemException extends RuntimeException {
diff --git a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJobRunner.java b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJobRunner.java
index 14632f99bd5..1e6ab130abd 100644
--- a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJobRunner.java
+++ b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/ScheduledJobRunner.java
@@ -155,8 +155,6 @@ public class ScheduledJobRunner extends AbstractComponent {
                 holder.problemTracker.finishReport();
                 doScheduleRealtime(nextDelayInMsSinceEpoch, jobId, holder);
             });
-        } else {
-            holder.stop(null);
         }
     }
 
diff --git a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/DataExtractor.java b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/DataExtractor.java
index 613186668b6..98187a92886 100644
--- a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/DataExtractor.java
+++ b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/DataExtractor.java
@@ -24,6 +24,11 @@ public interface DataExtractor {
      */
     Optional<InputStream> next() throws IOException;
 
+    /**
+     * @return {@code true} if the extractor has been cancelled, or {@code false} otherwise
+     */
+    boolean isCancelled();
+
     /**
      * Cancel the current search.
      */
diff --git a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractor.java b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractor.java
index adf369e434e..a1558a7adb4 100644
--- a/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractor.java
+++ b/elasticsearch/src/main/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractor.java
@@ -37,6 +37,12 @@ import java.util.Objects;
 import java.util.Optional;
 import java.util.concurrent.TimeUnit;
 
+/**
+ * An implementation that extracts data from elasticsearch using search and scroll on a client.
+ * It supports safe and responsive cancellation by continuing the scroll until a new timestamp
+ * is seen.
+ * Note that this class is NOT thread-safe.
+ */
 class ScrollDataExtractor implements DataExtractor {
 
     private static final Logger LOGGER = Loggers.getLogger(ScrollDataExtractor.class);
@@ -44,10 +50,10 @@ class ScrollDataExtractor implements DataExtractor {
 
     private final Client client;
     private final ScrollDataExtractorContext context;
-    private volatile String scrollId;
-    private volatile boolean isCancelled;
-    private volatile boolean hasNext;
-    private volatile Long timestampOnCancel;
+    private String scrollId;
+    private boolean isCancelled;
+    private boolean hasNext;
+    private Long timestampOnCancel;
 
     public ScrollDataExtractor(Client client, ScrollDataExtractorContext dataExtractorContext) {
         this.client = Objects.requireNonNull(client);
@@ -60,6 +66,11 @@ class ScrollDataExtractor implements DataExtractor {
         return hasNext;
     }
 
+    @Override
+    public boolean isCancelled() {
+        return isCancelled;
+    }
+
     @Override
     public void cancel() {
         LOGGER.trace("[{}] Data extractor received cancel request", context.jobId);
diff --git a/elasticsearch/src/test/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractorTests.java b/elasticsearch/src/test/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractorTests.java
index 91e15171beb..3ada091ca91 100644
--- a/elasticsearch/src/test/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractorTests.java
+++ b/elasticsearch/src/test/java/org/elasticsearch/xpack/ml/scheduler/extractor/scroll/ScrollDataExtractorTests.java
@@ -213,6 +213,7 @@ public class ScrollDataExtractorTests extends ESTestCase {
         );
         extractor.setNextResponse(response2);
 
+        assertThat(extractor.isCancelled(), is(true));
         assertThat(extractor.hasNext(), is(true));
         stream = extractor.next();
         assertThat(stream.isPresent(), is(true));