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I am getting a huge number of FIX messages
Perhaps your capture mechanism can't keep up with the flow of messages? I've used RawCap in the past to capture packets, mostly for loopback capturing on Windows, but I don't know its capture capabilities as it pertains to performance or what you could possibly do to improve it. Does RawCap provide any information about dropped packets? If not, it might still be dropping them but just not reporting it.
You could try using dumpcap instead, which will report the number of dropped packets. If you see dropped packets with dumpcap, it's likely RawCap was dropping packets too. Dumpcap can be tuned a bit though by increasing the capture buffer size among other things, but perhaps RawCap can be tuned as well. Alternatively, if you can't get the performance you need, you could try capturing using a separate, dedicated, more capable capture machine/device (for example, with a TAP). Have a look at the Performance wiki page for other ideas.
