I went a little further in my research and found the following behaviour:
I use on a remote system an application that transfers 3MByte of data to the local system, the local buffer size being only 65kB. The remote system (labview) finishes the data transmission in about a second. The local system needs roughly 30s, because I do computation on the data.
Now, when unplugging the network cable of the local system anytime during those 30s, Matlab continuos to stream all the data, without any losses.
This might be great for many applications, where data loss is not desired. But for my case, it is not. And honestly, I don't understand how this works. Is there another, "hidden" buffer on the local system? Can I decrease it's size?