CSV seems to be a natural and easy fit. What advantage could parquet bring that would outweigh the disadvantage of adding two new dependencies? (One in Python and one in R)
Not the op, but I started using parquet instead of CSV because the types of the columns are preserved. At one point I was caching data to CSV but when you load the CSV again the types of certain columns like datetimes had to be set again.
I guess you'll need to decide whether this is a big enough issue to warrant the new dependencies.