Failing ZMQ open/close pattern

/*
 * Author:          Mark Wright (markscottwright@gmail.com)
 * Creation Date:   2014-11-25
 *
 *
 * Built with:
 *
    @echo off
    setlocal
    @call "c:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\bin\vcvars32.bat"

    if not exist obj mkdir obj
    if not exist bin mkdir bin

    cl zmqclose.cpp /I "C:\tools\ZeroMQ 4.0.4\include" /nologo /EHsc /Foobj\ /Febin\ ^
        /nologo /EHsc "C:\tools\ZeroMQ 4.0.4\lib\libzmq-v110-mt-4_0_4.lib"


 */
#include <iostream>
#include <string>
#include <sstream>
#include <iomanip>
#include <zmq.h>
#include <zmq_utils.h>

using namespace std;

#define ROUTER_ENDPOINT "inproc://router"
#define CHECK(x) \
    if ((x) != 0) dump_error(__LINE__, #x);
#define CHECKNOTNULL(x) \
    if ((x) == NULL) dump_error(__LINE__, #x);
#define CHECKPOS(x) \
    if ((x) < 0) dump_error(__LINE__, #x);

void* context;
int num_operations;

void dump_error(int line_number, const char* cmd)
{
    cout << cmd << " failed at line " << line_number << endl;
    cout << "error = " << strerror(errno) << endl;
    cout << "error = " << errno << endl;
    exit(0);
}

string hexstring(const char* bytes, int len)
{
    ostringstream hexstr;
    for (int i=0; i < len; ++i)
        hexstr << hex << setfill('0') << setw(2) << (int) bytes[i];
    return hexstr.str();
}

void router_thread(void* router_socket)
{
    char client_id[100], null[100], message[100];
    int client_id_len, null_len, message_len;
    int more;
    size_t more_len = sizeof(more);
    int ops_processed = 0;
    do {
        CHECKPOS(client_id_len = zmq_recv(router_socket, client_id, 100, 0));
        CHECK(zmq_getsockopt(router_socket, ZMQ_RCVMORE, &more, &more_len));
        CHECKPOS(null_len = zmq_recv(router_socket, null, 100, 0));
        CHECK(zmq_getsockopt(router_socket, ZMQ_RCVMORE, &more, &more_len));
        CHECKPOS(message_len = zmq_recv(router_socket, message, 100, 0));
        CHECKPOS(zmq_send(router_socket, client_id, client_id_len, ZMQ_SNDMORE));
        CHECKPOS(zmq_send(router_socket, "", 0, ZMQ_SNDMORE));
        ostringstream rsp_builder;
        rsp_builder << "ok " << ops_processed;
        string rsp = rsp_builder.str();
        CHECKPOS(zmq_send(router_socket, rsp.c_str(), rsp.size(), 0));
        ops_processed++;
    } while (strnicmp(message, "quit", message_len) != 0);
}

void client_thread(void* my_id)
{
    ostringstream fn_id;
    for (int i=0; i < (int) num_operations; ++i) {
        const int linger = 0;
        void* router_command_socket;
        CHECKNOTNULL(router_command_socket = zmq_socket(context, ZMQ_REQ));
        CHECK(zmq_setsockopt(router_command_socket, ZMQ_LINGER, &linger, sizeof(int)));
        CHECK(zmq_connect(router_command_socket, ROUTER_ENDPOINT));
        CHECKPOS(zmq_send(router_command_socket, "hey", 3, 0));

        char response[100];
        int response_len;
        CHECKPOS(response_len = zmq_recv(router_command_socket, response, 100, 0));
        CHECK(zmq_close(router_command_socket));
    }
}

int main(int argc, char* argv[])
{
    // if num_operations*num_clients > 1000, this will fail
    num_operations = 100;
    const int num_clients = 15;
    const int linger = 0;
    context = zmq_ctx_new();
    //CHECK(zmq_ctx_set(context, ZMQ_MAX_SOCKETS, 1023));

    // create router socket
    void* router_socket = zmq_socket(context, ZMQ_ROUTER);
    CHECK(zmq_setsockopt(router_socket, ZMQ_LINGER, &linger, sizeof(int)));
    CHECK(zmq_bind(router_socket, ROUTER_ENDPOINT));
    zmq_threadstart(router_thread, router_socket);
    cout << "starting router" << endl;

    // start up clients
    for (int i=0; i < num_clients; ++i)
        zmq_threadstart(client_thread, (void*) i);

    cout << "press enter to stop router" << endl;
    getchar();

    // stop the router
    cout << "stopping router" << endl;
    void* router_command_socket = zmq_socket(context, ZMQ_REQ);
    CHECK(zmq_setsockopt(router_command_socket, ZMQ_LINGER, &linger, sizeof(int)));
    CHECK(zmq_connect(router_command_socket, ROUTER_ENDPOINT));
    CHECKPOS(zmq_send(router_command_socket, "quit", 4, 0));

    char response[100];
    int response_len;
    CHECKPOS(response_len = zmq_recv(router_command_socket, response, 100, 0));
    cout << string(response, response_len) << endl;
    CHECK(zmq_close(router_command_socket));

    CHECK(zmq_close(router_socket));
    CHECK(zmq_ctx_destroy(context));

    return 0;
}