Is there a way to detect if a httphandler has started transmitting?

I'm trying to do large dynamic Excel Exports (in html table format). I can do this, but there's a long delay from the httphandler getting the message and starting the download. I have turned off the output buffer, so the delay seems to be waiting for the SQL server to dump the data into the sqldataset.

Anyways, I'd like to send the user to a new page, have the page display a message, and automatically close once the httphandler has started sending the file.

Is there a way to detect if the first file headers have been sent?

Many thanks in advance!