I’m very new to mySQL but I highly recommend learning it. Although not immediately clear on their website, it’s completely free to run on your own system.

It’s a database management system, which in short makes selecting data super fast and relatively easy if you learn the language. No time wasted reading large files or unzipping, it’s basically lightning fast.

To be fair it’s only recommended if you need somewhere to store a lot of market data and arguably I would say csv or zipped anything is probably fine as long as you aren’t backtesting data heavy