Set up buffering for object

So I'm trying to play videos that are hosted on a remote server, the problem I'm encountering is that it takes a VERY long time for large videos to start playing. It seems that the entire video needs to be downloaded before the video starts playing (by comparing the time it takes for the video to start playing with the time it takes to download it). Does anyone have any advice on how to set up the videos to start showing as soon as even a small amount of it has downloaded.