Yes, Exchange sees multiple messages to the same recipient within n
minutes as the same message and drops the most recent message as a
duplicate. Based on the frequency and symptomology that'd be my guess as
to what was going on. 

> If you look at the qmail logs was the alert that was being sent
reusing
> the same message ID each time?

Hi Chris, I have disabled the qmail server from the route into our
enterprise, the logs I provided are the SMTP W3 logs from the exchange
server which is setup to accept direct delivery from the internet.
These ADVFN alerts are delivered every 5 minutes and even though the
exchange server is now listening directly on the internet, the mails are
being logged but not being delivered.

I am guessing at badly formed mail from ADVFN?

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