Due to the technical advances of mass spectrometers especially the high scanning speed and high MS/MS resolution, the data independent acquisition mass spectrometry (DIA-MS) began to be widely used, which enables high reproducibility in both proteomic identification and quantification. The current DIA-MS methods normally cover a wide mass range, with the aim to target and identify as many peptides and proteins as possible and therefore regularly generates MS/MS spectra of high complexity. In this report, we assessed the performance and benefits of using small windows with e.g. 5-Da width across the peptide elution time. We also devised a new DIA method named RTwinDIA that schedules the small isolation windows in different retention time blocks. We applied Maxquant and pFind database searching tools, and further used Spectronaut with an external comprehensive spectral library of human proteins to perform the direct proteomic identification. We conclude that softwares like pFind have potential in directly analyzing DIA data acquired with small windows, and that the instrumental time and DIA cycle time should be preferably spend on small windows rather than on covering a broad mass range by large windows, to improve the proteome coverage for new biological samples and to increase the quantitative precision. These results further provide perspectives for the future emerge between DDA and DIA on faster MS analyzers.