How to make Microsoft XmlHttpRequest honor cache control directive

Unfortunately the XMLHttpRequest object was designed this way, because it is based on WinInet. Also, it is not recommend to be used from the server side. You should use ServerXMLHttpRequest, which has the same functionality, but depends on WinHTTP instead. See the FAQ for more information. A description from the ServerXMLHttp documentation states that:

The HTTP client stack offers longer
uptimes. WinInet features that are not
critical for server applications, such
as URL caching, auto-discovery of
proxy servers, HTTP/1.1 chunking,
offline support, and support for
Gopher and FTP protocols are not
included in the new HTTP subset.

This means that rather than using XmlHttpRequest:

IXMLHTTPRequest http = CreateComObject("Msxml2.XMLHTTP.6.0");     http.open("GET", "http://www.bankofcanada.ca/stat/fx-xml.xml", False, "", "");
http.setRequestHeader("Cache-Control", "max-age=0");
http.send();

you can use ServerXmlHttpRequest:

IXMLHTTPRequest http = CreateComObject("Msxml2.ServerXMLHTTP");
http.open("GET", "http://www.bankofcanada.ca/stat/fx-xml.xml", False, "", "");
http.setRequestHeader("Cache-Control", "max-age=0");
http.send();

or WinHttpRequest:

IWinHttpRequest http = CreateComObject("WinHttp.WinHttpRequest.5.1");
http.open("GET", "http://www.bankofcanada.ca/stat/fx-xml.xml", False, "", "");
http.setRequestHeader("Cache-Control", "max-age=0");
http.send();