[Feature request] Add support for .gz read/write

[gitboy16]

Hi,
It is in the title.
I was wondering if it is possible to add support for compressed .gz .zip file? (Like data.table or CSV.jl)
Thank you

[sl-solution]

The easy way would be un compressing the file in a temporary location and read it from there, and the harder way would be reading the file on the fly. The former one should be fast, and the latter one is more space-efficient.