[FeatureRequest] Supporting Feather and/or Parquet file formats
Just for your consideration.

[Feather file format](https://github.com/wesm/feather/blob/master/doc/FORMAT.md) seems to have excellent performance while [Parquet](https://github.com/apache/parquet-format) seems to be  more oriented for long term storage as explained [here](https://stackoverflow.com/a/48097717/2710645).

It looks like feather development is now maintained under [Apache's Arrow](https://github.com/apache/arrow)

Some results, [benchmarking: csv, pickle, messagepack, HDF5, feather and parquet](https://towardsdatascience.com/the-best-format-to-save-pandas-data-414dca023e0d)

It looks like Feather requires the use of [Flatbuffers](https://github.com/mzaks/FlatBuffersSwift/wiki/FlatBuffers-Explained). There seems to be a pure Nim library: [skflatbuffers](https://github.com/Skrylar/skflatbuffers).

Another serialization format to explore: [fst](https://github.com/fstpackage/fst). Feather, Parquet and FST are explained [here](https://github.com/fstpackage/fst/issues/129#issuecomment-360294062).