Update: found this one
HowTo Dump RDMA traffic Using the Inbox tcpdump tool
But: CentOS-7.2/OFED-3.2.2
[root@5810-client ~]# which ethtool
/opt/mellanox/ethtool/sbin/ethtool
[root@5810-client ~]# ethtool --set-priv-flags mlx5_0 sniffer on
Cannot set private flags: Success
[root@5810-client ~]#
TCPDUMP does not provide the expected capture after that