According to the MS PSDK documentation, file caching can be used. And, IMHO, instead of STL, Windows, the native CreatFile, ReadFile and CloseHandle with the corresponding flags can get better performance, since you mentioned windows.
But, on the other hand, according to your post, it seems you are only reading. Therefore, caching cannot significantly improve performance. But since the processor is fast and disk operations are usually slow, you can still use this concept of intermediate buffers together with multi-threaded, which means the execution of parallel read streams.
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