Is there some common data feed interchange format that can share arbitrary data feeds in arbitrary structures between data sources like this and statistical pro

Is there some common data feed interchange format that can share arbitrary data feeds in arbitrary structures between data sources like this and statistical programs like R or data analysis programs like Mathematica (or Wolfram Alpha)? Kind of like a CSV for the web age? A use case I'm thinking of as an example is on the data source web site I construct a data feed that is represented by a URI to a data feed, consisting of say headers, columns and rows in a table data structure. I paste the URI into R, which pulls it over the wire and then analyzes the data, instead of me downloading the feed and massaging the data into a format ingestible by R. Ideally the format comes out of the box supporting some common data structures like tables and directed graphs, and lets users/developers create their own data structures. Bonus points for the format supporting differential, incremental updates of previously-downloaded cached feeds.