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  1. Apache Arrow
  2. ARROW-7208

[Python] Passing directory to ParquetFile class gives confusing error message

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      Somehow have the same errors. We are working with pyarrow 0.15.1, trying to access a folder of `parquet` files generated with Amazon Athena.

      ```python
      table2 = pq.read_table('C:/Data/test-parquet')
      ```

      works fine in contrast to

      ```python
      parquet_file = pq.ParquetFile('C:/Data/test-parquet')

      1. parquet_file.read_row_group(0)
        ```

      which raises

      `ArrowIOError: Failed to open local file 'C:/Data/test-parquet', error: Access is denied.`

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              wesm Wes McKinney
              Roel Roelant Stegmann
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