I'm in a position where I use Java to connect to a TCP port and am streamed XML documents one after another, each delimited with the <?xml start of document tag.  An example which demonstrates the format:
<?xml version="1.0"?>
<person>
    <name>Fred Bloggs</name>
</person>
<?xml version="1.0"?>
<person>
    <name>Peter Jones</name>
</person>
I'm using the org.xml.sax.* api.  The SAX parsing works perfectly for the first document but throws an exception when it comes across the start of the second document:
Exception in thread "main" org.xml.sax.SAXParseException: The processing instruction 
target matching "[xX][mM][lL]" is not allowed.
The following skeleton class demonstrates the setup I'm using:
import org.xml.sax.InputSource;
import org.xml.sax.XMLReader;
import org.xml.sax.helpers.DefaultHandler;
import org.xml.sax.helpers.XMLReaderFactory;
import java.io.FileReader;
public class XMLTest extends DefaultHandler {
  public XMLTest() {
     super();
  }
  public static void main(String[] args) throws Exception {
    XMLReader xr = XMLReaderFactory.createXMLReader();
    XMLTest handler = new XMLTest();
    xr.setContentHandler(handler);
    xr.setErrorHandler(handler);
    xr.parse(new InputSource(new Socket("127.0.0.1", 4555).getInputStream()));
  }
}
I have no control over the format of the xml (it's a financial data feed), but I need to be able to parse it efficiently, and parse all the documents. I've spent the afternoon/evening trying different things but none have yielded results. Any help would be greatly appreciated.
You'd like to split the stream on every <?xml version="1.0"?> and parse them all separately. The BufferedReader may be helpful in this. Kickoff example:
reader = new BufferedReader(new InputStreamReader(input, "UTF-8"));
StringBuilder builder = null;
for (String line; (line = reader.readLine()) != null;) {
    if (line.startsWith("<?xml")) {
        if (builder != null) {
            xr.parse(new InputSource(builder.toString()));
        }
        builder = new StringBuilder();
    }
    builder.append(line);
}
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