At 10Gbps, and hundred-odd byte packets as are common on finance multicast feeds, I get 73ns per packet. The amount that can be done in that time is limited. Typically, you just dump them in a big-ass ring buffer and let processes on a bunch of other cores pick out interesting ones to spend more time on.
The way to get the packets is usually with some proprietary kernel-bypass library (some have success with DPDK), and a very carefully isolated core that the kernel is kept from interrupting, and just spins moving packets. NIC hardware-level ring buffers are usually pretty small, so pauses make for drops.
Many NICs can be persuaded to filter packets out to multiple ring buffers, and then you can get multiple cores picking them off; that is necessary when you get to 40 and 100 Gbps. Multiple rings even with one core multiplies headroom, making occasional housekeeping without drops possible.