I'm starting to use the StackExchange Data Explorer, which is a cool tool.
Apart from the web interface, is there a CLI way to connect to the StackExchange SQL engine without downloading the whole data dump to a local SQL database.
What I want to do is: I want to run a few separate queries in a (shell-)script and save the result-CSVs in the script automatically to disc.
To answer this question, Stack Exchange offers an API that covers a lot of REST operations. You can find it and more information on it here.