Fishing around the header files tells me that the methods were moved from an informal protocol (which is a deprecated Obj-C pattern) into a formal delegate protocol called NSURLConnectionDataDelegate that’s in NSURLConnection.h, but doesn’t have a public documentation.
The rest of the documentation keeps using the methods as before, so my guess is this is an omission in the documentation. I.e. the methods (mostly) aren’t going anywhere, they were just reshuffled into several protocols and the documentation team has been slacking off. Try making your delegate object conform to the appropriate protocol, and implement the methods with the signatures from the header file.