That depends on how it's killed.

On UN*X, sending it SIGTERM, with, for example, the "kill" command,
will cause it to cleanly exit, flushing out the buffered packets.
Sending it a SIGINT by, for example, typing ^C to it while it's
running in the foreground will also cause it to cleanly exit.

On Windows, currently the only way to get it to cleanly exit is to
send it a "control-C event"; I don't know whether there's any way to
do that other than to type ^C to it while it's running.
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