PMPlayer ( Picomixer Media Player )
you can directly open the remote media files
(which can be located on a local server (file server) or on a server on the internet).
Your desired files will play on the fly and you can control the playback progress -
as same as playback of the local media files which placed on your local machine.
In this case you just need the direct adress of your intended media file to open it,
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Remote Media Files