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Use arrow format #56

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@HelenCEBM

Feather format is smaller than CSV, i.e. more efficient on space/processing, and stores dtypes, helping to avoid some problems when loading the data for further processing.

We initially moved to .csv.gz, which was an improvement on uncompressed CSVs. However, it uses a significant amount of CPU. We believe that moving to Arrow/Feather would use much less CPU and be an overall improvement.

To do:

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