A cursory glance at the course of events would suggest that the St. Brice's day massacre was avenged the following season by the attacks of Sewyn Forkbeard and his army. The year after the sporadic massacres rocked a large portion of England there were stepped up Danish attacks on England, particularly in the south and east of the countryside, these were after all the logical choices to attack as much of Northern/Eastern England was in the hands of Norsemen themselves in the Danelaw.

If their mission was the actual avenging of the attacks against the Danish population of England through the mass invasion of the countryside, it is hard to call the attacks a success. The raids and attacks in 1003 quickly fell into the similar pattern that earlier, and later, attacks often adhered to. The Norse would show up with an army and a fleet, the English would make some cursory attempts to fight them off before both sides agreed to a large payment to be paid by the English to the Danes in exchange for a few more years of peace. This was the pattern of behavior that emerged in later Anglo-Saxon England following the consolidation of raids, attacks, and invasions under the, at least nominal, control of the crowned kings in Scandinavia. Because of their more organized and coherent approach to raiding England, the Norse were likewise more responsive to English offers to pay them off, and both sides would retreat to lick their wounds and get ready to repeat the same pattern in a couple of years down the road.

King Sewyn, and his son Canute, would eventually seize all of England in attacks a decade later, but it is difficult to characterize this as a clear response to the violence on St. Brice's day.

If you are more interested in the details of the following events after St. Brice's day I am sorry to say that our records of this time are sparse, and we do not have preserved contemporary accounts that detail the reaction to the attacks in Denmark and Scandinavia more broadly in any real detail.