An example using R code is here: https://arrow.apache.org/docs/r/articles/dataset.html

The speed comes from the raw speed of arrow, but also a 'trick'. If you apply a filter, this is pushed down to the raw parquet files so some don't need to be read at all due to the hive-style organisation

Another trick is that parquet files store some summary statistics in their metadata. This means, for example, that if you want to find the max of a column, only the metadata needs to be read, rather than the data itself.

I'm a Python user myself, but the code would be comparable on the Python side