Test between thread and sigint

test_thread1.py

import threading
import time
import signal, sys


def signal_handler(signal, frame):
    exitFlag = 1
    print(' You pressed Ctrl+C!')
    # sys.exit(0)

signal.signal(signal.SIGINT, signal_handler)

exitFlag = 0

class myThread (threading.Thread):
   def __init__(self, threadID, name, counter):
      threading.Thread.__init__(self)
      self.threadID = threadID
      self.name = name
      self.counter = counter
   def run(self):
      print ("Starting " + self.name)
      print_time(self.name, self.counter, 5)
      print ("Exiting " + self.name)

def print_time(threadName, delay, counter):
   while counter:
      if exitFlag:
         threadName.exit()
      time.sleep(delay)
      print ("%s: %s" % (threadName, time.ctime(time.time())))
      counter -= 1

# Create new threads
thread1 = myThread(1, "Thread-1", 1)
thread2 = myThread(2, "Thread-2", 2)

# Start new Threads
thread1.start()
thread2.start()
thread1.join()
thread2.join()
print ("Exiting Main Thread")

This is all messages print.
I've pressed CTRL-C after startup, but the code plot the message after many time.

Starting Thread-1
Starting Thread-2
Thread-1: Thu Apr 20 09:55:46 2017
Thread-1: Thu Apr 20 09:55:47 2017
Thread-2: Thu Apr 20 09:55:47 2017
Thread-1: Thu Apr 20 09:55:48 2017
Thread-2: Thu Apr 20 09:55:49 2017
Thread-1: Thu Apr 20 09:55:49 2017
Thread-1: Thu Apr 20 09:55:50 2017
Exiting Thread-1
You pressed Ctrl+C!
Thread-2: Thu Apr 20 09:55:51 2017
Thread-2: Thu Apr 20 09:55:53 2017
Thread-2: Thu Apr 20 09:55:55 2017
Exiting Thread-2
You pressed Ctrl+C!
Exiting Main Thread