Read a fixed number of bytes from the socket using TcpClientConnection

var
  connection: TclTcpClientConnection;
  data: TStream;
  bytes: TBytes;
  dataSize: Integer;
begin
  StartupSocket(); //initialize WinSock

  connection := TclTcpClientConnection.Create();
  data := TMemoryStream.Create();
  try
    connection.NetworkStream := TclNetworkStream.Create();

    connection.Open('192.168.1.1', 12345); //open the connection

    connection.ReadData(data); //read two bytes with the size information
    data.Seek(0, soBeginning);
    SetLength(bytes, 2);
    data.Read(bytes, 2);

    dataSize := bytes[1] + bytes[0] shl 8; //decode the data size

    data.Seek(0, soEnd); //move to the end of the stream and read the rest of data

    while (data.Size < dataSize + 2) do //two bytes with the size information are not included in data
    begin
      connection.ReadData(data);
    end;

    data.Seek(2, soBeginning); //skip two bytes with the size before extracting data
    SetLength(bytes, dataSize);
    data.Read(bytes, dataSize); //the received bytes

  finally
    data.Free();
    connection.Free();
  end;

  CleanupSocket(); //deinitialize WinSock
end;