What's the most simple proxy that can log traffic to a file?

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http://serverfault.com – we found a new service that could be quite useful to monitor what is happening on our servers and in our applications. Problem is that it is SaaS, so we can't just install the tool on our servers, but have to send the data over the wire to the servers of the company. Additionally, the agent and daemon collecting and sending the data over aren't open source, so I can't just look at the code. Fortunately, they offer quite a configuration option to route all the traffic through a proxy. My idea is to install a simple proxy that logs the traffic in an easily readable format. What's the most sim (HowTos)