Import a large dataset (CRSP)

I want to download 13 years daily data (returns, prices and volumes) of the entire dataset from CRSP (Center for Research in Security Prices). The csv file that I download is approximately 1.5GB.

The data looks as follow:

id date ret prc vol
1 1/1/1990 0.1 10 50
1 1/2/1990 0.1 10 50
1 1/3/1990 0.1 10 50
1 1/4/1990 0.1 10 50
2 1/1/1990 0.1 10 50
2 1/2/1990 0.1 10 50
2 1/3/1990 0.1 10 50
2 1/4/1990 0.1 10 50

The total length of the data is more than 33 million.

Now I have two questions: 1) Does some of you have any advice or suggestion to import such a large dataset? 2) How can I convert this dataset to a matrix one?