Once all your data is filtered and merged, messages still arrives individually, one after the other, on your queues. In some cases, it might introduce the Water Drop Anti-Pattern, where your data arrives like from a tap from which drops are falling one after the other.
Consider an application where you highest layer sends data through a network. Each individual message comes with a payload: it has a header which allows it to arrive to the correct destination. The smaller the message, the highest the payload.
If your highest layer is a user interface, your message will also have a payload: the repaint method which needs to be called after each update. Usually, this is the most expensive operation in your interface.
Next time, I will show a way to solve this problem: the Santa Claus Pattern. Wait for it!