TLDR; magnet link:
magnet:?xt=urn:btih:7690f71ea949b868080401c749e878f98de34d3d&dn=reddit%5Fdata&tr=http%3A%2F%2Ftracker.pushshift.io%3A6969%2Fannounce&tr=udp%3A%2F%2Ftracker.openbittorrent.com%3A80
Someone has already put it on Google Big Query - https://bigquery.cloud.google.com/table/fh-bigquery:reddit_comments.2015_05
Link to original Reddit thread - https://www.reddit.com/r/datasets/comments/3bxlg7/i_have_every_publicly_available_reddit_comment/
BigQuery is the best interface for it. Can resolve queries on the entire dataset in less than a few seconds (however, you only get 1TB processing free per month. Since the full dataset is ~285GB, you only get 4 queries per month. Plan ahead on the May 2015 dataset, which is only 8GB.)
I can answer any other questions that people have.