The zmq_msg_close() function shall inform the 0MQ infrastructure that any resources associated with the
message object referenced by msg are no longer required and may be released. Actual release of resources
associated with the message object shall be postponed by 0MQ until all users of the message or underlying
data buffer have indicated it is no longer required.
Applications should ensure that zmq_msg_close() is called once a message is no longer required, otherwise
memory leaks may occur. Note that this is NOT necessary after a successful zmq_msg_send().
Caution
Never access zmq_msg_t members directly, instead always use the zmq_msg family of functions.