Using reactive extensions to hold onto the most recent event in a series of events until x seconds after most recent event has been received.

Answer 1

Answer was provided in RX Forums by Richard Hein.

Short version of the answer is below. A more complete sample has been added to the thread in the RX forums.

var throttled = observable.GroupBy(tar => tar.Value.QuoteId).SelectMany(g => g.Throttle(TimeSpan.FromMilliseconds(1500)));