I am trying to find out is there is a way to throttle the number of messages I am getting from TR. I am subscribing prices on several exotic currencies and I simply do not need to have them updated so often...
If you are connecting to an internal TREP ADS server, you can ask your Market Data team to setup a conflated service for you which can be configured to reduce how often updates are sent out - or they may already have one already configured which meets your requirements.
Also, if you are not already doing so, I would recommend you use a View request to ask the server to filter out unnecessary Fields that you are not interested which should further reduce the amount of data you need to process - in terms of number fields in each update and potentially number of updates as well (depending on your choice of fields i.e. if they update independently of each other).
For an example of of View requests refer to example 360 which can be found in the 300 Series folder of the Consumer examples that come with both the EMA C++ and Java of the Elektron SDK.