ZeroMQ has an option where the subscribe socket only keeps the last 
message. I was wondering if there is a way to specify that.
Something like the following:

using ZMQ
ctx = Context()
s = Socket(ctx, SUB)
ZMQ.subscribe(s)
ZMQ.set_subscribe(ZMQ.CONFLATE, 1)   # ERROR: LoadError: UndefVarError: 
CONFLATE not defined
ZMQ.connect(s, "tcp://127.0.0.1:5001")


while true
 msg = bytestring(ZMQ.recv(s))
 println(msg)
end



The C++ analog would go something like this:
  zmq::context_t context (1);
  zmq::socket_t subscriber (context, ZMQ_SUB);

  int conflate = 1;

  *subscriber**.setsockopt(ZMQ_CONFLATE, &conflate, sizeof(conflate) );   
// need this in julia*
  subscriber.connect("tcp://localhost:5556");
  subscriber.setsockopt(ZMQ_SUBSCRIBE, "", 0); 


More generally, how are socket options specified in Julia?
http://api.zeromq.org/4-0:zmq-setsockopt

Thanks.

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