The propper way to read a file in Perl is

while (<FILE>) {
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That will terminate the loop once end of the file is reached.

You can't create a file that has no EOF at all. Not even on windows. You can create a file that appears very long (like /dev/zero on unix), but you have to work at it. Don't worry, whatever file you try to read on your system, the system will let you know when you've reached the end of file.