I plan to change data file format from parquet to feather. Parquet has compression options(lz4, etc) and I have used them. But I can not find them in feather or Arrow file. Is compression not supported?
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The Arrow file format, which is designed for memory-resident-data, does not support compression algorithms such as lz4, snappy, gzip, and zlib. The only compression currently supported by Arrow is dictionary compression, a scheme that usually does not require decompression before data processing.

Ajay Kharade
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3Note that compression support for on-wire data and Feather files is in the project roadmap, but it has not been implemented yet. We also plan to support some kinds of encodings in-memory in addition to dictionary encoding, such as run-length encoding. – Wes McKinney Aug 28 '19 at 15:35