How could I make my own lazy iterator?

I'm making a C++11 class that produces a huge amount of data. That data currently comes from a database and it cannot fit entirely in memory. I would like to provide the user with an iterator that behaves like regular STL iterators, but that would be lazy. More precisely, I would be able to do something like that :

for (auto& item : big_bunch_of_data) {
    do_stuff_with(item);
}

With item being retrieved from the database only at each iteration. If I'm right, this new syntax is sugar for

for (stuff::iterator it = big_bunch_of_data.begin();it != big_bunch_of_data.end();it++) {
    do_stuff_with(*it);
}

Does it mean that by providing begin, end and operator++, I could have the desired behavior ? And, what are these methods supposed to do ? I mean, can I make them lazy without breaking stuff ?