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.