I have no idea how it works in detail but I can assume when a server gets a request the server will respond with an answer :) in other words the client has to tell the server how much it wants and the server has to be able to send partial content when configured to do so as by rtmp design (well not actually by design but by rtmp upstream who feeds nginx/rtmp) its a chain and everyone needs to play nice or you will get it all at once.

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nginx for Windows http://nginx-win.ecsds.eu/