The UNIX way is, indeed, to leave this as an exercise to the console. You can use a tool like iconv to convert between encodings; the primary draw of zmqc is that everything is on stdin/stdout. For example:
zmqc ... | iconv -f iso-8859-1 -t utf-8
If I'd added information on serialisation formats to the program, it would have become very bloated very quickly. JSON, BSON, XML, protobuf, bencode…where does one stop? And besides, since it's stdout, how does one losslessly represent that format without using the format itself?
