Note: migrated from original JIRA: https://issues.apache.org/jira/browse/ARROW-4063

We should add some benchmarks for Parquet, maybe referring to [here|https://github.com/sunchao/parquet-rs/tree/master/benches]. These benchmarks should not be added to the CI jobs. Instead they should only be triggered manually.