compression options during modification?

[parity3]

It seems like the the fdw will create an uncompressed parquet file when inserting into a created foreign table, which surprised me.

I think it would be great if this library supported snappy, but more ideal: zstd for parquet compression. Was there a reason this was defaulted to uncompressed? I was expecting compression to be an option in the CREATE FOREIGN TABLE statement.

I think this is just a missing statement before arrow's WriteTable call as described in their docs:

// Choose compression
std::shared_ptr<WriterProperties> props =
    WriterProperties::Builder().compression(arrow::Compression::SNAPPY)->build();

Was this left out for a reason? Perhaps it makes build dependencies or licensing harder?

This library is ALMOST there as a missing piece of the puzzle for smooth integration between OLTP and OLAP/warehouse workloads. Great work!