Philippe,
The 8473 will definitely get all of the vehicle data to your PC, no problem. It's not a whole lot of data - vehicles operate at 500kbps, which is only 62.5Kbytes/second at the maximum, barely any more data than a DSL modem.
The bus monitor is designed to let you visually see the data, so it groups together the frames for you in software. While it is updating at 100ms, all of the data is represented (watch the # of frames received column). If you want to capture ALL of the data for offline analysis, you can use the bus monitor to log the data to a file and examine the data from there or run one of the CAN logging examples.
What identifiers are you expecting? Which aren't showing up? Keep in mind that many modern vehicles have multiple CAN busses and that it is possible not all of the data is being sent out of the CAN network you're connected to. I am assuming you're connected through the OBD port.
What is the goal of your project?
--Paul Mandeltort
Automotive and Industrial Communications Product Marketing