Use tcpdump, this is a neat utility, allowing you to scan every network traffic, that is present on your system, be it local network or localhost packets for internally running servers, every packet can be captured and analysed.
The most popular commands I recommend to use:
Common cases to apply tcpdump: if you are not able to connect to a machine, but you do not know why. Routing or one way traffic problems can be easily noticed.
From time to time, you would want to see the contents of packets to understand what kind of data is being transferred and if the payload is correct. For this purpose you should capture the traffic into a pcap file and analyse it with Wireshark.
Despite the name, the command will let you monitor UDP traffic along with ICMP. Due to a stateless nature of UDP, it might be the best way to receive a confirmation of UDP flow.