IIRC, you can put your Roku into a packet tracing mode, which creates a cycle of (3 in think) output files than can be read into wireshark as a history file which will parse and display them in complete detail.
Thanks for all the help. Might be foolish question. The scenario i am trying to accomplish is capture all the traffic going out from my roku application from my machine. Both my PC and TV is connected to wireless.
Is there anything else i have to do apart from trying out the below apps.