You may also want to have a look at the DuckDB command line client [1]. The shell itself is based on the SQLite client, and DuckDB can be used to natively query CSV and Parquet files. Using extensions, DuckDB can also query SQLite and Postgres databases, and query files over HTTPS and S3.
The command line client also has some nifty features like syntax highlighting, and context-aware auto-complete that is coming in the next release.
One thing I really miss in the DuckDB is that it doesn't insert the entire query if you use C-p/Up arrow for multi-line queries (it just cycles through the lines of the query). This behaviour is inherited from SQLite, and it trips me up every time even after years of SQLite CLI usage.
The command line client also has some nifty features like syntax highlighting, and context-aware auto-complete that is coming in the next release.
[1] https://duckdb.org/docs/installation/
Disclaimer: working on DuckDB