IGameInputDevice::GetFeatureReportInfo

uint32_t GetFeatureReportInfo(
    uint32_t infoArrayCount,
    GameInputRawDeviceReportInfo* infoArray
);

uint32_t reportCount = device->GetFeatureReportCount();
std::vector<GameInputRawDeviceReportInfo> reports(reportCount);
reports.resize(device->GetFeatureReportInfo(reportCount, reports.data()));

for (const GameInputRawDeviceReportInfo& report : reports)
{
    Microsoft::WRL::ComPtr<IGameInputRawDeviceReport> feature;
    if (SUCCEEDED(device->GetRawDeviceFeature(report.id, &feature)))
    {
        // Read the report data with GetRawDataSize and GetRawData.
    }
}