Carl Boettiger created ARROW-16144:
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             Summary: Write compressed data streams (particularly over S3)
                 Key: ARROW-16144
                 URL: https://issues.apache.org/jira/browse/ARROW-16144
             Project: Apache Arrow
          Issue Type: Improvement
          Components: R
    Affects Versions: 7.0.0
            Reporter: Carl Boettiger


The python bindings have `CompressedOutputStream`, but  I don't see how we can 
do this on the R side (e.g. with `write_csv_arrow()`).  It would be wonderful 
if we could both read and write compressed streams, particularly for CSV and 
particularly for remote filesystems, where this can provide considerable 
performance improvements.  

(For comparison, readr will write a compressed stream automatically based on 
the extension for the given filename, e.g. `readr::write_csv(data, 
"file.csv.gz")` or `write_csv("data.file.xz")`  )



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