A data transfer module on a device receives a request from a program to download a file, and accesses a remote service to begin downloading the file. The data transfer module receives bytes of the file from the service and stores those bytes in a temporary file. The program can also make read requests including an offset into the file. In response to such a request, the data transfer module requests from the service the portion of the file beginning at the specified offset into the file. The data transfer module receives the requested portion of the file from the service and stores those bytes in the temporary file. The program can then read and use the bytes from the file that were downloaded based on the offset prior to the entire desired file being downloaded. Meanwhile, the data transfer module continues downloading the remaining portions of the file.