ClickHouse also supports a lot of data sources and has a local mode where you just use a single binary with local-only access.

Coincidentally, I wrote an article today on how I use it for similar scenarios. It can fetch from S3, multiple databases at once, and so on.

And you get all the benefits of a database when you need to join or postprocess data from multiple sources.

https://rushter.com/blog/clickhouse-data-processing/