diff --git a/quickfixj-core/src/main/java/quickfix/BoundInMemoryMessageQueue.java b/quickfixj-core/src/main/java/quickfix/BoundInMemoryMessageQueue.java
new file mode 100644
index 0000000000..52a3481cb1
--- /dev/null
+++ b/quickfixj-core/src/main/java/quickfix/BoundInMemoryMessageQueue.java
@@ -0,0 +1,45 @@
+package quickfix;
+
+import java.util.LinkedHashMap;
+import java.util.List;
+import java.util.Map;
+import java.util.stream.Collectors;
+
+/**
+ * A bounded-size version of InMemoryMessageQueue.
+ * @see InMemoryMessageQueue
+ */
+public class BoundInMemoryMessageQueue implements MessageQueue {
+    // The map should be accessed from a single thread
+    private final Map<Integer, Message> backingMap = new LinkedHashMap<>();
+    private final int maxSize;
+
+    public BoundInMemoryMessageQueue(int maxSize) {
+        this.maxSize = maxSize;
+    }
+
+    public void enqueue(int sequence, Message message) {
+        if (backingMap.size() >= maxSize) {
+            List<Integer> keys = backingMap.keySet().stream().sorted().collect(Collectors.toList());
+            if (sequence < keys.get(0)) {
+                backingMap.remove(keys.get(keys.size()-1));
+                backingMap.put(sequence, message);
+            }
+        } else {
+            this.backingMap.put(sequence, message);
+        }
+    }
+
+    public Message dequeue(int sequence) {
+        return (Message) this.backingMap.remove(sequence);
+    }
+
+    public void clear() {
+        this.backingMap.clear();
+    }
+
+    Map<Integer, Message> getBackingMap() {
+        return this.backingMap;
+    }
+}
+