Use case
Directly import test data from
https://clickhouse-datasets.s3.yandex.net/hits/tsv/hits_v1.tsv.xz
(https://clickhouse.yandex/docs/en/getting_started/example_datasets/metrica/)
inside clickhouse-client.

Describe the solution you'd like
Similar to gz and br.

Additional context
xz is extremely slow in compression and moderate slow in decompression. Decompression speed almost independent on compression level. xz is a good alternative to bzip. We can add xz and avoid support for bz2.

This is not intended for data storage in tables. Only for import/export and backups.