export - How to save all data in all variables so that loading it is fast?

I've got this CSV file I've imported that has tens of millions of lines in it. It takes around 20 minutes to import. I've been working with it for a while and have the processed data spread out in a bunch of variables.

Now Windows is bugging me that I need to restart the computer.

I thought about gathering all the data up in a table and then export and import it, but that would be a lot of hassle and take ages. I also thought about just saving the notebook and re-evaluate it, but with this amount of data that will also take a long time.

I wonder what is the best way to save all the data so that I can get it back after having restarted the computer? Something fast and with minimum of hassle would be great.

PS. I have no idea how to tag this thing. There is apparently no big-data tag.

Answer

Assuming you haven't placed your variables in a non-standard context you can save them all at once using DumpSave's second syntax form, which saves everything in the indicated context.

Quit[] (* start a fresh kernel *)

x = 1; (* define some symbols *)

y = 2;
z[x_] := x^2

Names["Global`*"] (* Check they're there *)

(* ==> {"x", "y", "z"}  *)

(* Save everything in the context *)
DumpSave["C:\\Users\\Sjoerd\\Desktop\\dump.mx", "Global`"];    


Quit[] (* kill kernel to simulate a new start *)

Names["Global`*"] (* Are we clean? *)
(* ==> {} *)

(* Get the save symbols *)
<< "C:\\Users\\Sjoerd\\Desktop\\dump.mx"

(* Are they there? *)
Names["Global`*"]    

(* ==> {"x", "y", "z"} *)

z[y]    
(* ==> 4 *)