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The new home for Visual Studio documentation is Visual Studio 2017 Documentation on docs.microsoft.com.
The latest version of this topic can be found at Exception-Handling Constants.
The constant EXCEPTION_CONTINUE_SEARCH, EXCEPTION_CONTINUE_EXECUTION, or EXCEPTION_EXECUTE_HANDLER is returned when an exception occurs during execution of the guarded section of a try-except statement. The return value determines how the exception is handled. For more information, see try-except Statement in the C++ Language Reference.