Is this just for debugging purposes? If so, Fiddler is probably your best bet. Wireshark is also great, but it doesn't do the HTTPS stuff that Fiddler does.
You can capture data on the service side by effectively adding an inbound and outbound filter that simply transfers the data, writing it down as it is, but this is slightly difficult from what I remember. It is worth the effort if you are trying to do this for a long-term audit, etc., but for a simple check, I would go with Fiddler.
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