Amazon Redshift
Database Developer Guide (API Version 2012-12-01)
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Loading GZIP compressed data files from Amazon S3

To load data files that are compressed using GZIP, include the gzip option.

copy customer from 's3://mybucket/customer.gz' 
credentials 'aws_access_key_id=<your-access-key-id>;aws_secret_access_key=<your-secret-access-key>' 
delimiter '|' gzip;

If you use the gzip option, ensure that all data files being loaded are GZIP compressed.