1. A method comprising steps of: a broker software application receiving a first published message on a topic from a publisher application and storing the first published message in a local storage location along with an indicator which indicates that the first published message originated from a publisher application that is local to the broker software application; the broker software application receiving a second published message on the topic from another broker software application and storing the second published message in the local storage location in place of the previously stored first published message, along with an indicator which indicates that the second published message originated from a publisher application that is remote to the broker software application; and the broker software application delivering the second published message, from the local storage location, to a requesting subscriber application which has requested a last retained publication message on the topic.