I just asked almost the same question. 
Is Append to zipped CSV file of any help? The compression is not much compared to a binary format, though. A rough binary format is https://docs.julialang.org/en/v1/stdlib/Serialization/. Also search for threads on this site, like Binary output, How store this variable into files, and reaload it?, or just search for HDF5 on this site.
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