It’s going to depend on the devices. Anything which is energy reporting might be set up to report every few seconds. ( I wouldn’t do it that way, but there are people who do. 
)
I use a zigbee sniffer from small vendor for only 9.9USD:
http://www.cncgeeker.com/zigbee-package-sniffer-cc2531-usb-dongle-cc2531emkusb-compati-p-56.html
which actually uses cc2531 chip from TI.
this one on amazon works for me and cheaper than mouser.com, only $39.99