message: Improved URL documentation
diff: @@ -21,6 +21,9 @@ The following protocols are available for URLs:
  working directory of MLDB, that is the `mldb_data` directory. An absolute path has
  three slashes after the `file:`, and will create a path relative to the root
  directory of the MLDB container (for example, `file:///mldb_data/filename.txt`).
  +- `mem://` Refers to an object that will be kept in memory, and will be lost
  + when the container stops. These are normally used for testing or to hold
  + temporary data.
  A URL that is passed without a protocol will cause an error.
  @@ -29,11 +32,19 @@ For examples of how to use the above protocol handlers, take a look at the
  ## Compression support
  -MLDB supports decompression of files using the gzip, bzip2, xz and lz4 algorithms.
  -In addition, it supports most compression schemes including zip and rar when
  +MLDB supports compression and decompression of files using the `gzip`, `bzip2`,
  +`xz`, `zstd` and `lz4` algorithms. These are chosen and transparently applied
  +based upon the file extension.
  +
  +In addition, it supports most compression schemes including `zip` and `rar` when
  opening archives (see below). This decompression is performed transparently
  to the user.
  +It is recommended that `zstd` be used for most purposes, as it provides a
  +very good tradeoff between speed and compression ratio. See
  +[the Zstandard page](https://facebook.github.io/zstd/)
  +for more information and a comparison table.
  +
  ## Accessing files inside archives
  It is possible to extract files from archives, by using the `archive+` scheme
  