David Li created ARROW-15148:
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             Summary: [C++][Dataset] Add option to write compressed CSV
                 Key: ARROW-15148
                 URL: https://issues.apache.org/jira/browse/ARROW-15148
             Project: Apache Arrow
          Issue Type: Improvement
          Components: C++
            Reporter: David Li


>From ARROW-15060.

The option could be added either to dataset::CsvFileWriteOptions or 
csv::WriteOptions.



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