Signal handling in Windows console application is quite different from what POSIX defines. Well, you could do it the POSIX way if you're using Visual Studio (see: signal). But, the behavior is not quite like POSIX in all circumstances. The Windows native "signal" handling is the way to go if you're using third party compiler suite or cross-compiling via MinGW-W64. The native "signal" handling is also known as Windows Console Control Handlers. The Console Control Handlers are "reachable" via native Windows API.
There is a peculiarity in Windows Console Control Handler compared to the way POSIX handle CTRL+C (SIGINT) signal. In Windows, a new thread is created by Windows which invoke the registered control handler to process the signal, see: CTRL+C and CTRL+BREAK Signals. Contrary, in POSIX, the OS doesn't run the signal handler in a new thread.
Now, let's look at how you would implement a native Windows signal handler for console application. The Windows API that you need is: SetConsoleCtrlHandler(). As for, how to use the function, MSDN has it covered: Registering a Control Handler Function. FYI, I have tested part of the routine with Mingw-w64 cross compiler suite and run the executable in Windows 10. I confirmed that it works as "advertised".
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