Quite often I have cases when some data need to be extracted from ClickHouse and passed/uploaded somewhere.

Right now I do SELECT ... INTO OUTFILE ... FORMAT ... and compress the resulting file afterwards. In some cases compression takes more time than extracting data from clickhouse :)

AFAIK for clickhouse steaming compressed data should not be a big problem, so may be for INTO OUTFILE ... additional clause like COMPRESSION='gzip' or even just INTO COMPRESSED OUTFILE ... can be added.