Loading Compressed Data Files from Amazon S3
To load data files that are compressed using gzip, lzop, or bzip2, include the corresponding option: GZIP, LZOP, or BZIP2.
COPY does not support files compressed using the lzop --filter option.
For example, the following command loads from files that were compressing using lzop.
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copy customer from 's3://mybucket/customer.lzo' iam_role 'arn:aws:iam::0123456789012:role/MyRedshiftRole' delimiter '|' lzop;