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function open_xz(f::Function, filename::String, mode::String)
    return if mode == "w"
        Base.open(f, CodecXz.XzDecompressorStream, filename, mode)
    elseif mode == "r"
        Base.open(f, CodecXz.XzCompressorStream, filename, mode)
    end
end

function open_bz2(f::Function, filename::String, mode::String)
    return if mode == "w"
        Base.open(f, CodecBzip2.Bzip2CompressorStream, filename, mode)
    elseif mode == "r"
        Base.open(f, CodecBzip2.Bzip2DecompressorStream, filename, mode)
    end
end

lzma error: code = 7
  Stacktrace:
   [1] changemode!(::TranscodingStreams.TranscodingStream{XzDecompressor,IOStream}, ::Symbol) at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:717
   [2] callprocess(::TranscodingStreams.TranscodingStream{XzDecompressor,IOStream}, ::TranscodingStreams.Buffer, ::TranscodingStreams.Buffer) at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:649
   [3] flushbuffer(::TranscodingStreams.TranscodingStream{XzDecompressor,IOStream}, ::Bool) at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:594
   [4] flushbufferall at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:601 [inlined]
   [5] changemode!(::TranscodingStreams.TranscodingStream{XzDecompressor,IOStream}, ::Symbol) at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:740
   [6] close(::TranscodingStreams.TranscodingStream{XzDecompressor,IOStream}) at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:174
   [7] open(::MathOptFormat.var"##7#8"{MathOptFormat.MPS.InnerModel{Float64}}, ::Type{TranscodingStreams.TranscodingStream{XzDecompressor,S} where S<:IO}, ::String, ::String) at C:\Users\Thibaut\.julia\packages\TranscodingStreams\MsN8d\src\stream.jl:163
   [8] _compressed_open at C:\Users\Thibaut\.julia\dev\MathOptFormat\src\compression.jl:55 [inlined]

julia> versioninfo()
Julia Version 1.3.0-rc2.0
Commit a04936e3e0 (2019-09-12 19:49 UTC)
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: Intel(R) Core(TM) i7-9750H CPU @ 2.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-6.0.1 (ORCJIT, skylake)

using CodecXz, Queryverse
df = open(XzDecompressorStream, filename) do stream
    DataFrame(load(Stream(format"CSV", stream)))
end