We currently import large CSV files. We store them in gzip files as they compress at around 80%.
To import them we must gunzip them and then import them. After that we no longer need the decompressed files.
This patch allows directly opening either URL, or local files that are gzipped.
For URLs, to determine if the file is gzipped, it will check the content encoding=="gzip" or if the file ends in ".gz"
For files, if the file ends in ".gz" then it will assume the file is gzipped.
I have tested the patch with 4.10.4, 6.6.0, 7.0.1 and master from git.