Avoiding first chance exception messages when the exception is safely handled
Actually if are having many exceptions per second, you would achieve must better performance by checking reader.EndOfStream-value.. Printing out those exception messages is unbelievably slow, and hiding them in visual studio won't speed up anything.
Answers
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The point of "first-chance" exceptions is that you're seeing them pre-handler so that you can stop on them during debugging at the point of throwing. A "second-chance" exception is one that has no appropriate handler. Sometimes you want to catch "first-chance" exceptions because it's important to see what's happening when it's being thrown, even if someone is catching it.
There's nothing to be concerned with. This is normal behavior.
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To avoid seeing the messages, right-click on the output window and uncheck "Show exceptions" (the name may not be exactly that, I don't have VS here right now).
However, seeing them happen might be nice, if you're interested in knowing when exceptions are thrown without setting breakpoints and reconfiguring the debugger.