Can we build a mdf datastore?

[shangrilaer]

As now some tools are providing dataset opition to set a lot of files together as a big vitural dataframe . I,m wondering if we can do this?
Matlab is providing mdfdatastore , Dask VAEX can read a lot of csv/parquet files. pyarrow.datasets is also providing this option.

If using this big virtual dataframe , can automatically get data, resample, and return a timetable , will be great.