Github user mtanski commented on the issue:
https://github.com/apache/flink/pull/2002
Added support for XZ as well and update the documentation.
Newer versions of commons compression (1.12) add support for snappy and
lzma. But the version included as a (transitive) dependency of flink-core is
stuck at 1.4. The commons-compression is pulled in via avro.
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