Jon,

> by which you mean a continuation_indicator would have to be in the app 
> message and the
> api thread could loop creating zmq_msg and then calling zmq_recv?

Example of an application receiving messages consisting of two pieces:

while (true) {
     zmq_recv (s, &msg1, 0);
     zmq_recv (s, &msg2, 0);
     process_it (msg1, msg2);
}

Makes sense?
Martin
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