Dominik,
Yes, with interrupt data transfers coming every 1ms, the Windows software is able to keep up 99.9% of the time. I have a high priority thread reading from the USB buffer. Problem is that very occasionally, there is another process in Windows that delays the thread for more than 32ms, and I lose a few messages.
It's very close to working, but losing messages is still unacceptable. If I could actually get the buffer up to 200, then I'm quite sure this wouldn't happen.
Chris