O DIRECT
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Linux 2.6
512 byte blocks, 512byte aligned. Previous to 2.6, more stringent requirements (see below).
XFS
XFS has good support for O_DIRECT. In pre 2.6 kernels you could use xfsctl to get the right alignment and min block sizes to use with O_DIRECT on a XFS volume.
O_DIRECT on linux pre 2.6 with non XFS
Possible with NFS in some places - although programatically working out what IO size and alignment to use is.. umm... not really possible and you should instead guess.
Windows
You can call CreateFile with FILE_FLAG_NO_BUFFERING, which has similar alignment requirements to O_DIRECT on linux 2.4.
Note that errors show up in errors during WriteFile, not CreateFile.
