Spam filter on certain incomming emails

Spam filter on certain incomming emails

We have a spam filter to delete a specific response that comes to our helpdesk from an outside system (we cannot have an exclusion made to it so it does not send the confirmation email).  We receive up to 300 of these daily.  Since these come into our exchange server first, is it best to have these deleted there than to have ServiceDesk process them and decide to delete them?

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