The ability to subscribe for live message events is not automatically configured for older Bosch IoT Device Management subscriptions. Thus if you are wondering why you do not receive such events this is a possible reason.
In order to enable live message event subscriptions you need to undergo a slight change in your Device Management (Kafka) connection.
Subscriptions made as of 2021-06-28 onwards will not require these steps.
Go through the following steps to be able to subscribe for live message events:
Enter the Developer Console.
Select Services and features.
Once inside the Connections/Integrations tab of the Bosch IoT Things UI go to your Device Management connection.
Scroll down to your Targets and click Edit.
As you can see under Topics to publish on address you have only Thing twin events enabled automatically.
Scroll down until you see the Thing live messages option and add a check mark on it.
Click Save changes.
Scroll up until you reach the beginning of your Device Management connection information and click Save.
Now if you scroll down to your Targets again you will see the Thing live messages type also present.
You are now ready to subscribe for live message events!