Loading Data Files in Excel
The instructions on this page are based on Excel 2019.

Excel 2013 (or later) on Windows can load compressed CSV (csv.gz) data files through Power Query into a Power Pivot (also known as the Excel 'Data Model').
All versions of Excel can load uncompressed CSV data files without using Power Query, but this is not recommended for large data files.
We only recommend using Excel with the large data files if you intend to use Power Query to load the data directly into Power Pivot, which is designed to handle millions of rows. Once loaded into Power Pivot, the data can be analysed using PivotTables and PivotCharts.

Download and save the data files to a suitable location. In the examples that follow, the data has been saved to C:\data.
Although you could load data files directly from the data file URLs, this is not recommended because you may quickly hit usage limits or incur additional costs. We always recommend saving the files locally first using the Open Data Blend Dataset UI or the Open Data Blend Dataset API.

You can use the below steps as a guide on how you can load compressed (Gzip) data files in Excel.
Navigate to the 'Data' tab in the Excel ribbon and click Get Data > From Other Sources > Blank Query to create a new blank query.
Use the Advanced Editor to add a Power Query M expression like the following to the blank query. This will allow the compressed (Gzip) data file to be loaded directly.
Source = Binary.Decompress(File.Contents("C:\data\date\date.csv.gz"), Compression.GZip),
#"Imported CSV" = Csv.Document(Source,[Delimiter=",", Encoding=1252, QuoteStyle=QuoteStyle.None])
#"Imported CSV"
Note that the Power Query M expression explicitly applies Gzip decompression in the 'Source' step. Without this, Power Query is not able to read the compressed (Gzip) data file directly.
Click 'Done' on the Advanced Editor window and a preview of the data should appear.
Apply the 'Use First Row as Header' transformation and rename the query to something appropriate.
Click Close & Load > Close & Load to... and ensure that you have 'Only Create Connection' selected and the 'Add this data to the Data Model' checkbox ticked.

Guidance on how analyse data in Excel is beyond the scope of this documentation. You may find the following external links helpful:
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On this page
Supported Formats
Download the Data Files
Loading Compressed (Gzip) CSV Data Files
Using Excel for Data Analysis