[Data Transfer] memory footprint

[JulienPeloton]

The Data Transfer service partitions data by class or time. As we poll by batch, this leads to many (potentially small) files. It has been reported that after doing post-processing the data size on disk gets down by a factor of 3 (thanks @bregeon !). We need to inspect to see if the gain comes from the compression or the merge (my guess is compression -- which is uncompress by default).