This is what I was thinking it may be possible. With filters you can subscribe to a relay for “all notes Not included in a list” so instead of asking all relays to send the same, I can ask it to the first and then check the rest

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That said, there is a latency risk I guess as my mobile app would need to process the notes from first relay first, create a new subscription and only then go check the next relay instead of asking all data to everybody at once