XZ is a stream compression format with built-in integrity checks. It uses LZMA2 compression. Compressed streams are able to be concatenated and still be decompressible like a single-stream file.
XZ files always have lengths that are multiples of 4 bytes, and they begin with a 6-byte "magic" sequence of (hex) FD 37 7A 58 5A 00 and end with footer "magic bytes" of 59 5A. (The ending bytes can be verified as a sign that the file has not been truncated in transmission.)