The C++ API has support for reading and writing data from and to STDIN and STDOUT. The classes are arrow::io::StdinStream and arrow::io::StdoutStream. It some scenarios it might be useful to write data to STDERR. Adding a StderrStream class should be a trivial addition given the StdoutStream class.
If you think a StderrStream class is a good idea, I am more than happy to submit a PR.