Thanks. I have seen it now!

I wasn't looking to control the unit, more just react to status changes... That way you can implement a status OSD without any business logic so to speak - all you do is watch for a change in the reported volume level and when that happens, display the volume for a couple of seconds.
While I could use the IR protocol to do it as it returns the current unit status with each keypress, it means I need to adapt my control stuff to receive the volume button presses from the Harmony, deal with key repeats etc, send the volume control codes to the unit (one keypress at a time) and then parse the returned info.
Better would be like the NAD, where it just opens a socket connection and all status outputs are received automatically, then watch for applicable changes and display them.
I did just try using the IR commands with status feedback, and a little annoyingly it wouldn't even work that well. When you send a volume up or down command, the return string from the unit includes the previous volume value, not the new one after the keypress takes effect!
@MonolithGuy is the above a little bit of a bug, or by design? On V 1.8.2. Is there a simple way to open a socket that will just stream parseable status updates from the unit?