Support of command line tools in IO
#### Code Sample, a copy-pastable example if possible

```python
R's data.table::fread() supports command line tools, which provides a lot of flexibility. 

Example below taken from [stackoverflow](https://stackoverflow.com/questions/35763574/fastest-way-to-read-in-100-000-dat-gz-files/35786076#35786076):

fread('cat *dat.gz | gunzip | grep -v "^Day"')

This becomes important for example if the whole data does not fit into RAM and one wants to filter it down while reading it in.


Is it possible to add this to pandas?