XMLStreamReader and a real stream
You can get what you want - a partial parse, but you must not close the stream when you reach the end of the current available data. Keep the stream open, and the parser will simply block when it gets to the end of the stream. When you have more data, then add it to the stream, and the parser will continue.
This arrangement requires two threads - one thread running the parser, and another fetching data. To bridge the two threads, you use a pipe - a PipeInputStream and PipeOutputStream pair that push data from the reader thread into the input stream used by the parser. (The parser is reading data from the PipeInputStream.)