I'm trying to solve for having thousands of IoT devices deployed, all logging events to Azure IoT hub, then being able to read events created by a single deviceid only. 

I have been playing with `EventProcessorHost` to get something like this working, but so far I can only see a way to read **all** messages from **all** devices.

Its not a feasible solution to read all the messages and filter client side as there may be millions of messages.