case WINHTTP_CALLBACK_STATUS_HEADERS_AVAILABLE:
            {
                // First need to query to see what the headers size is.
                DWORD headerBufferLength = 0;
                query_header_length(hRequestHandle, WINHTTP_QUERY_RAW_HEADERS_CRLF, headerBufferLength);

                // Now allocate buffer for headers and query for them.
                std::vector<unsigned char> header_raw_buffer;
                header_raw_buffer.resize(headerBufferLength);
                utf16char* header_buffer = reinterpret_cast<utf16char*>(&header_raw_buffer[0]);