I want to do NSURLConnection in background mode,because it response is having much data.Forums are telling to use Apple\'s finite length coding to use in
This kind of question was asked a zillion time. Delegates are not getting called because as of iOS 4 operations are started on a secondary thread. The thread probably exits before the delegates are called that's all.
Keep the connection on the main thread and handle the data in a background thread using GCD.
I'v wrote about all this stuff here : http://cocoaintheshell.com/2011/04/nsurlconnection-synchronous-asynchronous/
EDIT : Updated link.
Look at the sendAsynchronousRequest:queue:completionHandler: method documented here in Apple's Documentation. It allows asynchronous requests with NSURLConnection.
Note this requires iOS5 or higher
Apple provides QHTTPOperation, which does just what you want, encapsulates an NSURLConnection within an NSOperation, for a single request. You can find it in Apple's sample code.
QHTTPOperation is actually a subclass of QRunLoopOperation which lets you encapsulate logic which depends on run-loop callbacks in an NSOperation.
The 3rd party ASIHTTPRequest is a similar popular solution, AFAIK it is no longer maintained though.