Build does not seem to work with latest ZeroMQ build

[fquinner]

I compiled zeromq-4.3.2 from source (after Ubuntu 20.04's package manager build failed) and it looks like it fails to build:

[  2%] Building C object src/CMakeFiles/mamazmqimpl.dir/transport.c.o
/home/fquinn/SourceExternal/nyfix/OZ/src/transport.c: In function ‘zmqBridgeMamaTransportImpl_stopReconnectOnError’:
/home/fquinn/SourceExternal/nyfix/OZ/src/transport.c:1302:26: error: ‘ZMQ_RECONNECT_STOP_CONN_REFUSED’ undeclared (first use in this function)
 1302 |    int reconnectOption = ZMQ_RECONNECT_STOP_CONN_REFUSED | ZMQ_RECONNECT_STOP_HANDSHAKE_FAILED;
      |                          ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
/home/fquinn/SourceExternal/nyfix/OZ/src/transport.c:1302:26: note: each undeclared identifier is reported only once for each function it appears in
/home/fquinn/SourceExternal/nyfix/OZ/src/transport.c:1302:60: error: ‘ZMQ_RECONNECT_STOP_HANDSHAKE_FAILED’ undeclared (first use in this function)
 1302 |    int reconnectOption = ZMQ_RECONNECT_STOP_CONN_REFUSED | ZMQ_RECONNECT_STOP_HANDSHAKE_FAILED;
      |                                                            ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
/home/fquinn/SourceExternal/nyfix/OZ/src/transport.c:1303:45: error: ‘ZMQ_RECONNECT_STOP’ undeclared (first use in this function); did you mean ‘ZMQ_RECONNECT_IVL’?
 1303 |    int rc = zmq_setsockopt(socket->mSocket, ZMQ_RECONNECT_STOP, &reconnectOption, sizeof(reconnectOption));
      |                                             ^~~~~~~~~~~~~~~~~~
      |                                             ZMQ_RECONNECT_IVL
make[2]: *** [src/CMakeFiles/mamazmqimpl.dir/build.make:187: src/CMakeFiles/mamazmqimpl.dir/transport.c.o] Error 1
make[1]: *** [CMakeFiles/Makefile2:155: src/CMakeFiles/mamazmqimpl.dir/all] Error 2
make: *** [Makefile:150: all] Error 2

Are there any plans to support more recent versions or what version should I be trying this with?