I need to capture traffic on a CentOS 5 server which acts as a web proxy with 2 wan interfaces and 1 LAN. In order to troubleshoot a weird proxy problem, I would like to have a capture of a full conversation. Since external connections are balanced between the two WAN interfaces, I wonder if is it possible to capture simultaneously on all interfaces.

I have used tcpdump previously but it only admits one interface at a time. I can launch 3 parallel processes to capture on all interfaces but then I end up with 3 different capture files.

What is the right way of doing this ?