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To export the data from a table to a Parquet file, use the COPY statement:
COPY tbl TO 'output.parquet' (FORMAT PARQUET);
The result of queries can also be directly exported to a Parquet file:
COPY (SELECT * FROM tbl) TO 'output.parquet' (FORMAT PARQUET);
The flags for setting compression, row group size, etc. are listed in the Reading and Writing Parquet files page.