Abstract: Methods, systems, and products are disclosed for filtering application messages in a high speed, low latency data communications environment that include: establishing, in a transport engine of a subscribing client device, a transport layer constraint on application messages to be received by the subscribing client device from a feed adapter; receiving, in the transport engine of the subscribing client device from the feed adapter, an application message; determining, by the transport engine of the subscribing client device, whether contents of the application message satisfy the transport layer constraint; and administering the application message, by the transport engine of the subscribing client device, in dependence upon whether the contents of the application message satisfy the transport layer constraint.