out of band and socket

what's the best practice for out of band communication over sockets
should you make another meta socket
or embed the out of band information into the main socket
a possible use case would be, someone is downloading a 1GB file
but after 30 minutes the client needs to stop the download
or after 30 minutes the server stops the download
I want to minimize overhead
I'd also rather not introduce escape sequences into the binary stream
but keeping it to a single socket might be useful

Use packet flags in TCP, you can use MSG_OOB to trigger signals:

http://blogger.popcnt.org/2007/07/what-happened-to-tcp-flag-urgent-msgoob.html

Or just write your own wrapper that looks at the packet header. You have 1 byte of data available with plain MSG_OOB, use the SO_OOBINLINE socket option if you need more.