Here's what I found out:
Using HiveColumnarLoader makes sense if you store data as a RCFile. To load table using this you need to register some jars first:
register /srv/pigs/piggybank.jar
register /usr/lib/hive/lib/hive-exec-0.5.0.jar
register /usr/lib/hive/lib/hive-common-0.5.0.jar
a = LOAD '/user/hive/warehouse/table' USING org.apache.pig.piggybank.storage.HiveColumnarLoader('ts int, user_id int, url string');
To load data from Sequence file you have to use PiggyBank (as in previous example). SequenceFile loader from Piggybank should handle compressed files:
register /srv/pigs/piggybank.jar
DEFINE SequenceFileLoader org.apache.pig.piggybank.storage.SequenceFileLoader();
a = LOAD '/user/hive/warehouse/table' USING SequenceFileLoader AS (int, int);
This doesn't work with Pig 0.7 because it's unable to read BytesWritable type and cast it to Pig type and you get this exception:
2011-07-01 10:30:08,589 WARN org.apache.pig.piggybank.storage.SequenceFileLoader: Unable to translate key class org.apache.hadoop.io.BytesWritable to a Pig datatype
2011-07-01 10:30:08,625 WARN org.apache.hadoop.mapred.Child: Error running child
org.apache.pig.backend.BackendException: ERROR 0: Unable to translate class org.apache.hadoop.io.BytesWritable to a Pig datatype
at org.apache.pig.piggybank.storage.SequenceFileLoader.setKeyType(SequenceFileLoader.java:78)
at org.apache.pig.piggybank.storage.SequenceFileLoader.getNext(SequenceFileLoader.java:132)
at org.apache.pig.backend.hadoop.executionengine.mapReduceLayer.PigRecordReader.nextKeyValue(PigRecordReader.java:142)
at org.apache.hadoop.mapred.MapTask$NewTrackingRecordReader.nextKeyValue(MapTask.java:448)
at org.apache.hadoop.mapreduce.MapContext.nextKeyValue(MapContext.java:67)
at org.apache.hadoop.mapreduce.Mapper.run(Mapper.java:143)
at org.apache.hadoop.mapred.MapTask.runNewMapper(MapTask.java:639)
at org.apache.hadoop.mapred.MapTask.run(MapTask.java:315)
at org.apache.hadoop.mapred.Child$4.run(Child.java:217)
at java.security.AccessController.doPrivileged(Native Method)
at javax.security.auth.Subject.doAs(Subject.java:396)
at org.apache.hadoop.security.UserGroupInformation.doAs(UserGroupInformation.java:1063)
at org.apache.hadoop.mapred.Child.main(Child.java:211)
How to compile piggybank is described here: Unable to build piggybank -> /home/build/ivy/lib does not exist