I thought I can assist a bit. Not that I have the device in front of me, but from what I understand is you put your Canadian SIM into your UNLOCKED T-Mobile device and you are currently on the Canadian network. First off the moment you put the Canadian SIM into your iPhone it automatically detected that your Canadian SIM on the Canadian towers and downloaded the (Settings-->General-->About.....Carrier) Carrier settings for Canada. The T-Mobile Carrier (Settings-->General-->About.....Carrier) should read T-Mobile 27.3 or something like that depending on your iPhone model. I do not know if T-Mobile is authorized to send its Carrier data settings to your phone while on another network. But connect to iTunes or find an available WiFi so the correct carrier settings can be transferred to your iPhone.
Hope this has Helped.
Just checking in here to see if you had any luck getting data to work again. Please let us know!
Just stopping by to see if this is still an issue. Can you give us a reply back and keep us posted on this? Thanks!