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Feature request: lz4 and zstd compression support ? #1209

@bordingj

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@bordingj

lz4 and zstd compression is currently not supported in arrow/python/pyarrow/_parquet.pyx, but seems to be supported in c++ https://arrow.apache.org/docs/cpp/structarrow_1_1_compression.html ?
It would be really nice to have these 2 standards in pyarrow.

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