A messaging service is described that incorporates messages into cached link lists. The messages are not yet acknowledged as having been received by one or more consumers to whom the messages were sent. A separate link list exists for each of a plurality of different message priority levels. Messages within a same link list are ordered in their link list in the same order in which they where received by the messaging service. At least one of the link lists contains an element that represents one or more messages that are persisted but are not cached in any of the cached link lists.