Add support for writing compressed csv

[alphanso]

Hi,

We are writing a very large csv files and need it to gzipped at runtime rather post writing completion. This feature could be very useful if added.

Thanks

[ryu1kn]

Hi @alphanso , thanks for the suggestion. Perhaps the way to support your usecase would be, extend this library to support a stream then you use it in conjunction with a gzip stream library like archiver. How does it sound?

[ryu1kn]

Actually, with the example in the above mentioned ticket, you can write a steam yourself and use it with a gzip stream library to see if that idea works for you first 😉