The I/O operation has been aborted because of either a thread exit or an application request

995 is an error reported by the IO Completion Port. The error comes since you try to continue read from the socket when it has most likely been closed.

Receiving 0 bytes from EndRecieve means that the socket has been closed, as does most exceptions that EndRecieve will throw.

You need to start dealing with those situations.

Never ever ignore exceptions, they are thrown for a reason.

Update

There is nothing that says that the server does anything wrong. A connection can be lost for a lot of reasons such as idle connection being closed by a switch/router/firewall, shaky network, bad cables etc.

What I'm saying is that you MUST handle disconnections. The proper way of doing so is to dispose the socket and try to connect a new one at certain intervals.

As for the receive callback a more proper way of handling it is something like this (semi pseudo code):

public void OnDataReceived(IAsyncResult asyn)
{
    BLCommonFunctions.WriteLogger(0, "In :- OnDataReceived", ref swReceivedLogWriter, strLogPath, 0);

    try
    {
        SocketPacket client = (SocketPacket)asyn.AsyncState;

        int bytesReceived = client.thisSocket.EndReceive(asyn); //Here error is coming
        if (bytesReceived == 0)
        {
          HandleDisconnect(client);
          return;
        }
    }
    catch (Exception err)
    {
       HandleDisconnect(client);
    }

    try
    {
        string strHEX = BLCommonFunctions.ByteArrToHex(theSockId.dataBuffer);                    

        //do your handling here
    }
    catch (Exception err)
    {
        // Your logic threw an exception. handle it accordinhly
    }

    try
    {
       client.thisSocket.BeginRecieve(.. all parameters ..);
    }
    catch (Exception err)
    {
       HandleDisconnect(client);
    }
}

the reason to why I'm using three catch blocks is simply because the logic for the middle one is different from the other two. Exceptions from BeginReceive/EndReceive usually indicates socket disconnection while exceptions from your logic should not stop the socket receiving.

In my case, the request was getting timed out. So all you need to do is to increase the time out while creating the HttpClient.

HttpClient client = new HttpClient();

client.Timeout = TimeSpan.FromMinutes(5);

I had the same issue with RS232 communication. The reason, is that your program executes much faster than the comport (or slow serial communication).

To fix it, I had to check if the IAsyncResult.IsCompleted==true. If not completed, then IAsyncResult.AsyncWaitHandle.WaitOne()

Like this :

Stream s = this.GetStream();
IAsyncResult ar = s.BeginWrite(data, 0, data.Length, SendAsync, state);
if (!ar.IsCompleted)
    ar.AsyncWaitHandle.WaitOne();

Most of the time, ar.IsCompleted will be true.