Not every OS that support poll seems to support POLLMSG.

sjoerdmullender · sjoerdmullender · commit 239f836c1042 · 2000-08-25T13:59:18.000Z
diff --git a/Modules/selectmodule.c b/Modules/selectmodule.c
@@ -657,6 +657,8 @@ initselect(void)
 	insint(d, "POLLRDBAND", POLLRDBAND);
 	insint(d, "POLLWRNORM", POLLWRNORM);
 	insint(d, "POLLWRBAND", POLLWRBAND);
+#ifdef POLLMSG
 	insint(d, "POLLMSG", POLLMSG);
+#endif
 #endif /* HAVE_POLL */
 }

Original file line number	Diff line number	Diff line change
`@@ -657,6 +657,8 @@ initselect(void)`
`657`	`657`	`insint(d, "POLLRDBAND", POLLRDBAND);`
`658`	`658`	`insint(d, "POLLWRNORM", POLLWRNORM);`
`659`	`659`	`insint(d, "POLLWRBAND", POLLWRBAND);`
	`660`	`+#ifdef POLLMSG`
`660`	`661`	`insint(d, "POLLMSG", POLLMSG);`
	`662`	`+#endif`
`661`	`663`	`#endif /* HAVE_POLL */`
`662`	`664`	`}`