On Windows, the written message does not seem to be guaranteed to be written to stderr, in particular when stderr is redirected to a file. I suppose this is because RaiseException terminates the process in a way that does not give the CRT a chance to flush stdio buffers (or if it does, there might be a problem when more than one CRT instance is linked into the program and they overwrite each other's exception handler). Either way, just make sure the assertion message ends up written to stderr to ease diagnostics.
ZeroMQ
Welcome
The ZeroMQ lightweight messaging kernel is a library which extends the standard socket interfaces with features traditionally provided by specialised messaging middleware products. ZeroMQ sockets provide an abstraction of asynchronous message queues, multiple messaging patterns, message filtering (subscriptions), seamless access to multiple transport protocols and more.
Building and installation
See the INSTALL file included with the distribution.
Resources
Extensive documentation is provided with the distribution. Refer to doc/zmq.html, or "man zmq" after you have installed libzmq on your system.
Website: http://www.zeromq.org/
Development mailing list: zeromq-dev@lists.zeromq.org Announcements mailing list: zeromq-announce@lists.zeromq.org
Git repository: http://github.com/zeromq/libzmq
ZeroMQ developers can also be found on the IRC channel #zeromq, on the Freenode network (irc.freenode.net).
License
The project license is specified in COPYING and COPYING.LESSER.
libzmq is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License (LGPL) as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.
As a special exception, the Contributors give you permission to link this library with independent modules to produce an executable, regardless of the license terms of these independent modules, and to copy and distribute the resulting executable under terms of your choice, provided that you also meet, for each linked independent module, the terms and conditions of the license of that module. An independent module is a module which is not derived from or based on this library. If you modify this library, you must extend this exception to your version of the library.
libzmq is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.