With the PrivateMessages object, it’s not clear whether the in_reply_to_id must always be the other party in a conversation or simply the most recent message.

For example, in a conversation, it’s not uncommon for a customer to send us 3 messages in a row before we can reply.  So should the in_reply_to_id for each message be set to the most recent message, whichever party sent it, or does it need to be strictly only the other party?