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Setting the Qpid pre-fetch to 1 for your client means that message priority will be honoured by the Qpid broker as it dispatches messages to your client. e.g.:

-Dmax_prefetch=1

There is a slight performance cost here if using the receive() method and you could test with a slightly higher pre-fetch (up to 10) if the trade-off between throughput and prioritisation is weighted towards the former for your application. (If you're using OnMessage() then this is not a concern.)

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