Stream data via mtp

Android has removed support for UMS (USB Mass Storage) in favor of MTP (Media Transfer Protocol) for connecting to a computer. MTP works similar in terms of copying and pasting files and folders to and from the Nexus device, but for example if there's a movie file, double clicking it on Windows requires it to be copied locally first instead of just starting my media player like a normal UMS storage would. Any way to stream movies like this using MTP?