unit Unit1;

    interface

    uses
      Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants, System.Classes,
      Vcl.Graphics, vcl.Controls, Vcl.Forms, Vcl.Dialogs, Winapi.WinInet;

    type
      TEventWorkStart = procedure (Sender : TObject; iFileSize : UInt64) of object;
      TEventWork = procedure (Sender : TObject; iBytesTransfered : Int64) of object;
      TEventWorkEnd = procedure (Sender : TObject; iBytesTransfered : Int64;
                                 ErrorCode : Integer) of object;

      TWinApiDownload = class(TObject)
        private
          fEventWorkStart : TEventWorkStart;
          fEventWork : TEventWork;
          fEventWorkEnd : TEventWorkEnd;
        public
          FileNameOutput : string;
          URL : string;
          fUserAgent : string;
          fStop : Boolean;
          fProgressUpdateInterval : Cardinal;
          constructor Create;
          destructor Destroy; override;
          function Download(Stream : TStream) : Integer;
          procedure Stop;
          procedure Clear;
          property UserAgent : string read fUserAgent write fUserAgent;
          property OnWorkStart : TEventWorkStart read fEventWorkStart write fEventWorkStart;
          property OnWork : TEventWork read fEventWork write fEventWork;
          property OnWorkEnd : TEventWorkEnd read fEventWorkEnd write fEventWorkEnd;
      end;

      TForm1 = class(TForm)
        procedure FormCreate(Sender: TObject);
      private
        { Private declarations }
        procedure DownloadWorkStart(Sender : TObject; iFileSize : UInt64);
        procedure DownloadWork(Sender : TObject; iBytesTransfered : Int64);
        procedure DownloadWorkEnd(Sender : TObject; iBytesTransfered : Int64;
                                  ErrorCode : Integer);
      public
        { Public declarations }
      end;

    const
      DOWNLOAD_ERROR_UNKNOWN = -1;
      DOWNLOAD_ABORTED_BY_USER = -2;

    var
      Form1: TForm1;

    implementation

    {$R *.dfm}

    constructor TWinApiDownload.Create;
    begin
      inherited;
      fUserAgent := 'Mozilla/5.001 (windows; U; NT4.0; en-US; rv:1.0) Gecko/25250101';
      fProgressUpdateInterval := 100;
    end;

    destructor TWinApiDownload.Destroy;
    begin
      Stop;
      inherited;
    end;

    function TWinApiDownload.Download(Stream : TStream) : Integer;
    var
      hInet    : HINTERNET;
      hUrl : HINTERNET;
      buf : array [0..1023 * 3] of Byte;
      lpdwNumberOfBytesAvailable : DWORD;
      dwBufferLen, dwIndex : DWORD;
      pSize, pErrorCode : array [0..255] of Char;
      b, iter : Cardinal;
      transfered : Int64;
    begin
      Result := DOWNLOAD_ERROR_UNKNOWN;
      fStop := False;

      hInet := InternetOpen(PChar(UserAgent), INTERNET_OPEN_TYPE_PRECONFIG,
                            nil, nil, 0);
      if Assigned(hInet) then
      begin
        hUrl := InternetOpenUrl(hInet, PChar(URL), nil, 0,0,0);
        if Assigned(hUrl) then
        begin
          dwIndex := 0;
          dwBufferLen := 20;
          HttpQueryInfo(hUrl, HTTP_QUERY_STATUS_CODE, @pErrorCode, dwBufferLen, dwIndex);
          Result := StrToInt(pErrorCode);
          if Result <> 200 then
          begin
            InternetCloseHandle(hUrl);
            InternetCloseHandle(hInet);
            Exit;
          end;
          dwIndex := 0;
          dwBufferLen := 20;
          if HttpQueryInfo(hUrl, HTTP_QUERY_CONTENT_LENGTH, @pSize,
                                 dwBufferLen, dwIndex) then
    //      begin
            if Assigned(OnWorkStart) then
            OnWorkStart(Self, StrToInt(pSize));
    //      end;
          iter := 0;
          transfered := 0;
          repeat
            if InternetQueryDataAvailable(hUrl,
                                  lpdwNumberOfBytesAvailable, 0, 0) then
            begin
              if lpdwNumberOfBytesAvailable > 0 then
              begin
                if InternetReadFile(hUrl, @buf, SizeOf(buf), b) then
                begin
                  transfered := transfered + b;
                  Stream.WriteBuffer(buf, b);
                  if Assigned(OnWork) then
                  begin
                    inc(iter);
                    if iter >= fProgressUpdateInterval then
                    begin
                      OnWork(Self, transfered);
                      iter := 0;
                    end;
                  end;
                end;
              end;
            end;
          until (lpdwNumberOfBytesAvailable = 0) or (b = 0) or (fStop);
          if fStop then
          Result := DOWNLOAD_ABORTED_BY_USER;
          if Assigned(fEventWorkEnd) then
          OnWorkEnd(Self, transfered, Result);
          InternetCloseHandle(hUrl);
        end;
        InternetCloseHandle(hInet);
      end;
    end;

    procedure TWinApiDownload.Stop;
    begin
      fStop := True;
    end;

    procedure TForm1.FormCreate(Sender: TObject);
    const
      MyURL = 'https://vod-secure.twitch.tv/35062d653e0f40c2b455_miramisu_33375945456_1154634538/chunked/';
    var
      i, c : Integer;
      d : TWinApiDownload;
      stream : TStream; //эта переменная должна быть глобальной, но для примера не важно
    begin
      stream := TFileStream.Create('D:\test.ts', fmCreate or fmOpenReadWrite);
      d := TWinApiDownload.Create;
      d.OnWorkStart := DownloadWorkStart;
      d.OnWork := DownloadWork;
      d.OnWorkEnd := DownloadWorkEnd;
      for I := 50 to 300 do
      begin
        d.URL := MyURL + IntToStr(i) + '.ts';
        c := d.Download(stream);
        if c <> 200 then
        Break;
      end;
      stream.Free;
      d.Free;
    end;

    procedure TForm1.DownloadWorkStart(Sender: TObject; iFileSize: UInt64);
    begin
      //скачивание начато
    end;

    procedure TForm1.DownloadWork(Sender: TObject; iBytesTransfered: Int64);
    begin
      {
      .....
      обновляем индикаторы скачивания
      iBytesTransfered - количество скачанных байт текущего файла
      .....
      }
      Application.ProcessMessages;
    end;

    procedure TForm1.DownloadWorkEnd(Sender: TObject;
                      iBytesTransfered: Int64; ErrorCode: Integer);
    begin
      //скачивание завершено
    end;

    end.