ARROW-5395: Utilize stream EOS in File format

cpp/src/arrow/ipc/writer.cc

@@ -1076,6 +1076,11 @@ class PayloadFileWriter : public internal::IpcPayloadWriter, protected StreamBoo
   }
 
   Status Close() override {
+    // Close stream for compatibility with sequential readers
+    RETURN_NOT_OK(UpdatePosition());
+    int32_t end_of_stream_marker = 0;
+    RETURN_NOT_OK(Write(&end_of_stream_marker, sizeof(int32_t)));
+
     // Write file footer
     RETURN_NOT_OK(UpdatePosition());
     int64_t initial_position = position_;

docs/source/format/IPC.rst

@@ -104,7 +104,7 @@ Schematically we have: ::
 
     <magic number "ARROW1">
     <empty padding bytes [to 8 byte boundary]>
-    <STREAMING FORMAT>
+    <STREAMING FORMAT with EOS>
     <FOOTER>
     <FOOTER SIZE: int32>
     <magic number "ARROW1">