Zstandard (zstd) is a compression codec that seems to give great results, "equals-superior to Gzip level compression with Lz4 level CPU".

The official Parquet format supports ZStandard compression (*), as well as common Big Data technologies.
But BDC Parquet doesn't supports it, it only supports (None, Snappy, Gzip) compression. This user voice is to add ZStandard.

List of currently supported compression formats in BDC Parquet files: https://docs.microsoft.com/fr-fr/sql/t-sql/statements/create-external-file-format-transact-sql?view=sql-server-ver15&tabs=parquet

Reference links for ZStandard:
- Official link for zstd: https://facebook.github.io/zstd/
- (*) Parquet supports for zstardard: https://github.com/apache/parquet-format/blob/54e6133e887a6ea90501ddd72fff5312b7038a7c/src/main/thrift/parquet.thrift#L461
- Hadoop supports for zstardard: https://issues.apache.org/jira/browse/HADOOP-13578
- Kafka supports for zstardard: https://issues.apache.org/jira/browse/KAFKA-4514
- Cloudflare benchmark of (Kafka with zstd): https://blog.cloudflare.com/squeezing-the-firehose/

I have a BDC SQL 2019 Kubernetes cluster deployed.
When connected via master node and following instructions to create an external table against CosmosDB (MongoDB API) it fails with error:

ODBC error: [Microsoft][MongoDBODBC] (110) Error from MongoDB Client: Server at xxxxx.documents.azure.com:10255 reports wire version 2, but this version of libmongoc requires at least 3 (MongoDB 3.0) (Error Code: 15) Additional error <2>: ErrorMsg: [Microsoft][MongoDBODBC] (110) Error from MongoDB Client: Server at darminm.documents.azure.com:10255 reports wire version 2, but this version of libmongoc requires at least 3 (MongoDB 3.0) (Error Code: 15), SqlState: HY000, NativeError: 110 .
Total execution time: 00:00:02.187

Same error on regular SQL 2019 install is solved by changing

We had to make a change to the “Polybase ODBC Driver for MongoDb.ini” file of the SQL Server files with below changes:

From (does not work):
Driver=PolyBase ODBC Driver for MongoDb\2.3.8\MongoDBODBCsb64.dll
Setup=PolyBase ODBC Driver for MongoDb\2.3.8\MongoDBODBCsb64.dll

To (works)
Driver=PolyBase ODBC Driver for MongoDb\MongoDBODBCsb64.dll
Setup=PolyBase ODBC Driver for MongoDb\MongoDBODBCsb64.dll

To reproduce the problem create an Azure CosmosDB with MongoDB API 3.6 and execute following commands:

CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'Summer2020!';

CREATE DATABASE SCOPED CREDENTIAL mongodb_creds
WITH IDENTITY = 'yourusername', SECRET = 'yourprimarypassword';

CREATE EXTERNAL DATA SOURCE MongoDB
WITH (LOCATION = 'mongodb://xxxxx.documents.azure.com:port',
-- PUSHDOWN = ON | OFF,
CREDENTIAL = mongodb_creds);

CREATE SCHEMA MongoDB

CREATE EXTERNAL TABLE MongoDB.Cities (
[id] NVARCHAR(24) COLLATE SQLLatin1GeneralCP1CIAS NOT NULL,
[id] NVARCHAR(MAX) COLLATE SQLLatin1GeneralCP1CIAS,
[city] NVARCHAR(MAX) COLLATE SQLLatin1GeneralCP1CIAS)
WITH (
LOCATION='Testing.Polybase',
DATA_SOURCE = MongoDB )

This will throw error.
If .ini files is updated creation of external Azure CosmosDB is correct.