COMPAT: Support fastparquet 0.7.1
- [ ] closes #42588
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Also adds support for ``use_nullable_dtypes`` keyword. Technically, its not our enhancement its fastparquet's, so I think can backport. IMO, users shouldn't have to wait 6 months for 1.4 to get this new feature.

thanks @lithomas1  @meeseeksdev backport 1.3.x Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.3.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 e0422193ddb8830f91d6c3ac7c2c11971cc390bb
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #42919: COMPAT: Support fastparquet 0.7.1'
```

4. Push to a named branch :

```
git push YOURFORK 1.3.x:auto-backport-of-pr-42919-on-1.3.x
```

5. Create a PR against branch 1.3.x, I would have named this PR:

> "Backport PR #42919 on branch 1.3.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.3.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 e0422193ddb8830f91d6c3ac7c2c11971cc390bb
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #42919: COMPAT: Support fastparquet 0.7.1'
```

4. Push to a named branch :

```
git push YOURFORK 1.3.x:auto-backport-of-pr-42919-on-1.3.x
```

5. Create a PR against branch 1.3.x, I would have named this PR:

> "Backport PR #42919 on branch 1.3.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 As I mentioned (lately) on the issue, I am not in favor of enabling the `use_nullable_dtypes` keyword for the fastparquet engine if we don't guarantee a consistent behaviour (or at least I wouldn't backport that part, so we have a bit more time to flesh out the behaviour). hmm, we have the change note in 1.3.2 whatsnew.

can we revert this from master, reopen the PR to continue the discussion. and have two separate PRs if needed to avoid a partial backport. Happy to talk it out. I think we can backport something that just turns of all the nullable dtypes for now until we get this sorted out. Will send PR soon.