[Python] ZMQ socket gracefully termination in Python

I have the following ZMQ script

#!/usr/bin/env python2.6


import signal
import sys
import zmq


context = zmq.Context()
socket = context.socket(zmq.SUB)

def signal_term_handler(signal, fname):
socket.close()
sys.exit(0)

def main():
signal.signal(signal.SIGTERM, signal_term_handler)

socket.connect('tcp://16.160.163.27:8888')
socket.setsockopt(zmq.SUBSCRIBE, '')
print 'Waiting for a message'

while True:
(event, params) = socket.recv().split()
# ... doing something with that data ...

if __name__ == '__main__':
main()


When I Ctrl-C, I get the following errors:

Traceback (most recent call last):
File "./nag.py", line 28, in <module>
main()
File "./nag.py", line 24, in main
(event, params) = socket.recv().split()
File "socket.pyx", line 628, in zmq.backend.cython.socket.Socket.recv (zmq/backend/cython/socket.c:5616)
File "socket.pyx", line 662, in zmq.backend.cython.socket.Socket.recv (zmq/backend/cython/socket.c:5436)
File "socket.pyx", line 139, in zmq.backend.cython.socket._recv_copy (zmq/backend/cython/socket.c:1771)
File "checkrc.pxd", line 11, in zmq.backend.cython.checkrc._check_rc (zmq/backend/cython/socket.c:5863)
KeyboardInterrupt


Now, I thought I handled the closing of the socket, when receiving a termination signal from the user, pretty well, then why do I get this ugly messages. What am I missing.

Note I have done some search on Google and StackOverflow but haven't found anything that fixes this problem.

Thanks.

EDIT To anyone that has gotten this far -- user3666197 has suggested a very-good-and-robust way to handle termination or any exception during the execution.

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