Do you offer filters on the data for a message type?

Yes, see the example https://github.com/Nasdaq/CloudDataService#example-syntax-to-run-the-client-jarbased-on-this-sdk 11. To get all messages for given type message type 

java -jar ncdssdk-client.jar -opt GETALLMSGS -topic NLSUTP -msgName SeqTradeReportMessage