By number, my data sets are usually in CSV. I could probably get some additional advantage via HDF5, but a gzipped CSV is usually good enough and simpler. By volume (i.e. on my 2 or 3 biggest data sets) I&#x27;ll probably be mostly HDF5. I haven&#x27;t tried feather yet but it looks pretty nice.<p>KDB would probably be better, but don&#x27;t underestimate what you can do with just a bunch of files.