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Windows WriteFileGather function set last error as ERROR_INVALID_PARAMETER

Example code to reproduce my problem:

#include <windows.h>
#include <iostream>

int main()
{
  using namespace std;
  HANDLE hdl = CreateFile("test.file", GENERIC_WRITE,
                          FILE_SHARE_WRITE, NULL, OPEN_ALWAYS,
                          FILE_ATTRIBUTE_NORMAL  |
                          FILE_FLAG_NO_BUFFERING |
                          FILE_FLAG_OVERLAPPED,
                          NULL);
  char data[4096] = {0};
  DWORD written = 0;

  for(size_t i = 0; i < sizeof(data); ++i)
    data[i] = 'a' + (i % 26);

  OVERLAPPED async_hdl = {0};
  FILE_SEGMENT_ELEMENT segs[3] = {0};

  segs[0].Buffer = PtrToPtr64(data);
  segs[1].Buffer = PtrToPtr64(data);

  if(!WriteFileGather(hdl, segs, 8192, NULL, &async_hdl)) {
    cout << "Last error: " << GetLastError() << endl;
    cout << "overlapped internal status: " << async_hdl.Internal << endl;
    // Last error: 87
    // overlapped internal status: 259
  }
  CloseHandle(hdl);
  return 0;
}

I compile it with Visual Studio 2012 and test on Windows 7. As inlined comment, the WriteFileGather function always sets the last error as ERROR_INVALID_PARAMETER (87) and Internal field of the OVERLAPPED struct is 259 .

What did I miss?

MSDN: aSegmentArray ...system memory page and must be aligned on a system memory page size boundary. Use _aligned_malloc() instead of stack memory.

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