ENH: add nthreads option to feather-format IO
closes #16359
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=h1) Report
> Merging [#16476](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/692a5b94a038cc54fc7e18b77225efcecaccacab?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `75%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16476/graphs/tree.svg?width=650&src=pr&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16476      +/-   ##
==========================================
+ Coverage   90.42%   90.42%   +<.01%     
==========================================
  Files         161      161              
  Lines       51029    51031       +2     
==========================================
+ Hits        46143    46145       +2     
  Misses       4886     4886
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.26% <75%> (ø)` | :arrow_up: |
| #single | `40.17% <75%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/feather\_format.py](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=tree#diff-cGFuZGFzL2lvL2ZlYXRoZXJfZm9ybWF0LnB5) | `85.71% <75%> (-2.17%)` | :arrow_down: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.33% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=footer). Last update [692a5b9...61583fc](https://codecov.io/gh/pandas-dev/pandas/pull/16476?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
