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YES that is what i did, in windows. I think i will do it in linux later for easier.
I see in windows, it does download lot of blockchain files in *.data format although i am still not sure how those *dat files are organized.
My end goal is to be able to parse whole block.
Using Linux indeed is easier since many guide/tutorial for Bitcoin Core use Linux-based OS. However, you don't need to read and parse blk*dat files (which store Bitcoin blockchain data) manually when you could just use JSON-RPC which provided by Bitcoin Core.