For managing the retention of publications in a publish/subscribe system, a publisher sends a new publication to a publish/subscribe broker with an indication of whether the new publication should be retained in association with a previous retained publication. The publish/subscribe broker responds to such indications by retaining the new publication with the previous retained publication. The contents or ‘payload’ of the new published message may be appended to a previous retained message, resulting in a single retained message that contains information from multiple published messages.