Martin Radev created ARROW-6216:
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             Summary: Allow user to select the ZSTD compression level
                 Key: ARROW-6216
                 URL: https://issues.apache.org/jira/browse/ARROW-6216
             Project: Apache Arrow
          Issue Type: Improvement
          Components: C++
            Reporter: Martin Radev


The compression level selected in Arrow for ZSTD is 1 which is the minimal 
compression level for the compressor. This leads to very high compression speed 
at the sacrifice of compression ratio.

The user should be allowed to select the compression level as both speed and 
ratio are data specific.

The proposed solution is to expose the knob via an environment variable such as 
ARROW_ZSTD_COMPRESSION_LEVEL.
Example:
export ARROW_ZSTD_COMPRESSION_LEVEL=10
./my_parquet_app



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