diff --git a/finam/const.py b/finam/const.py
index 4f8c2fe..188a036 100644
--- a/finam/const.py
+++ b/finam/const.py
@@ -2,6 +2,7 @@
 
 __all__ = ['Market',
            'Timeframe',
+           'Fileformat'
            ]
 
 
@@ -40,3 +41,10 @@ class Timeframe(IntEnum):
     DAILY = 8
     WEEKLY = 9
     MONTHLY = 10
+
+class Fileformat(IntEnum):
+
+    CSV = 1
+    CSVGZ = 2
+    PKL = 3
+    PKLXZ = 4
diff --git a/scripts/finam-download.py b/scripts/finam-download.py
index 031aff9..160cd2e 100755
--- a/scripts/finam-download.py
+++ b/scripts/finam-download.py
@@ -14,7 +14,8 @@
                    Timeframe,
                    Market,
                    FinamExportError,
-                   FinamObjectNotFoundError)
+                   FinamObjectNotFoundError,
+                   Fileformat)
 from finam.utils import click_validate_enum
 
 
@@ -79,8 +80,13 @@ def _arg_split(ctx, param, value):
 @click.option('--ext',
               help='Resulting file extension',
               default='csv')
+@click.option('--format',
+              help='Format of output file with data',
+              default='CSV',
+              callback=partial(click_validate_enum, Fileformat),
+              required=False)
 def main(contracts, market, timeframe, destdir, lineterm,
-         delay, startdate, enddate, skiperr, ext):
+         delay, startdate, enddate, skiperr, ext, format):
     exporter = Exporter()
 
     if not any((contracts, market)):
@@ -115,10 +121,23 @@ def main(contracts, market, timeframe, destdir, lineterm,
                 continue
             else:
                 raise
-        destpath = os.path.join(destdir, '{}-{}.{}'
-                                .format(contract.code, timeframe, ext))
+        destpath = os.path.join(destdir, '{}-{}'
+                                .format(contract.code, timeframe))
+        
+        # extention is taken from param if output file is in csv format
+        if format == 'CSV':
+            destpath += f'.{ext}'
+            data.to_csv(destpath, index=False, line_terminator=lineterm)
+        elif format == 'CSVGZ':
+            destpath += f'.csv.gz'
+            data.to_csv(destpath, index=False, line_terminator=lineterm, compression='gzip')
+        if format == 'PKL':
+            destpath += f'.pkl'
+            data.to_pickle(destpath)
+        if format == 'PKLXZ':
+            destpath += f'.pkl.xz'
+            data.to_pickle(destpath, compression='xz')
 
-        data.to_csv(destpath, index=False, line_terminator=lineterm)
         if delay > 0:
             logger.info('Sleeping for {} second(s)'.format(delay))
             time.sleep(delay)