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CSV seems to be a natural and easy fit. What advantage could parquet bring that would outweigh the disadvantage of adding two new dependencies? (One in Python and one in R)

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Not the op, but I started using parquet instead of CSV because the types of the columns are preserved. At one point I was caching data to CSV but when you load the CSV again the types of certain columns like datetimes had to be set again.

I guess you'll need to decide whether this is a big enough issue to warrant the new dependencies.

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