Azure IoT Development Cookbook

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IoT Hub persists all the cloud-to-device messages in the per-device queues with a default time. This makes the IoT Hub guarantee at least once device message delivery.

Each message has an ExpiryTimeUtc property, this ExpiryTime fields tells the time till the message will be persisted. We can set this ExpiryTime field as per our IoT solution need; We can define at the time we design the application. IoT Hub sets the state of a message to dead-lettered after its expiration time. Also, it can automatically go into the dead-lettered queue after a maximum number of retries to read the message. These properties are configurable.

Reference from Microsoft documentation, a message lifecycle