OK, I am aware that UDP doesn't guarantee delivery, but I had hoped to catch all by having the RecvFrom in a thread with TimeCritical priority and just quickly moving the incoming messages into a buffer. However, when the rate of messages get up to about 1000 1500 bytes messages per seconds a few are missed. I have verified with WireShark that the messages actually are received by the computer.
I am pretty sure that the messages are lost in the extremely short time from the RecvFrom returns and until it is called again.
Is there any way to "catch all", since the messages apparently are received?
Thanks.