diff --git a/zipline/core.py b/zipline/core.py
index dc1e4748..7e9b9339 100644
--- a/zipline/core.py
+++ b/zipline/core.py
@@ -472,7 +472,7 @@ class TransformsMerge(object):
         self.data_buffer.drain()
 
         #signal to client that we're done
-        self.result_socket.send("DONE")
+        self.result_socket.send("DONE", zmq.NOBLOCK)