Over the last years, a considerable amount of structured data has been published on the Web as Linked Open Data (LOD). Despite recent advances, consuming and using Linked Open Data within an organization is still a substantial challenge. Many of the LOD datasets are quite large and despite progress in Resource Description Framework (RDF) data management their loading and querying within a triple store is extremely time-consuming and resource-demanding. To overcome this consumption obstacle, we propose a process inspired by the classical Extract-Transform-Load (ETL) paradigm. In this article, we focus particularly on the selection and extraction steps of this process. We devise a fragment of SPARQL Protocol and RDF Query Language (SPARQL) dubbed SliceSPARQL, which enables the selection of well-defined slices of datasets fulfilling typical information needs. SliceSPARQL supports graph patterns for which each connected subgraph pattern involves a maximum of one variable or Internationalized resource identifier (IRI) in its join conditions. This restriction guarantees the efficient processing of the query against a sequential dataset dump stream. Furthermore, we evaluate our slicing approach on three different optimization strategies. Results show that dataset slices can be generated an order of magnitude faster than by using the conventional approach of loading the whole dataset into a triple store.