Writing/Reading Compressed Binary Files

[TJB]

D Helpers,

I have a ton of huge financial data to process and analyze 
statistically.  I am looking for the best way to store/retrieve 
the data for processing. I am wondering how to write the data to 
a compressed binary file and then later read from that same file 
for processing.

I can read/write the binary data just fine, but how to do it with 
compression?

I appreciate your help and suggestions.

TJB