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ARROW-6126: [C++] Return error when an IPC stream terminates in the middle of receiving dictionaries

The test case was a little bit tedious to construct, but we had a loophole where the two cases of:

* An empty stream with schema only and neither dictionaries nor record batches
* A stream with a schema and at least one dictionary batch, but insufficient to satisfy the schema

were considered to be the same. In the first case, we do not return any error (see ARROW-6006). In the second case we should return an error

Closes #5146 from wesm/ARROW-6126 and squashes the following commits:

217d142a3 <Wes McKinney> Add comment to test helper function
9f80c65b5 <Wes McKinney> Fix comment
b3a8016cc <Wes McKinney> Also test case where a dictionary is missing
c06da5d58 <Wes McKinney> Add unit test stipulating what should happen when an IPC stream truncates in the middle of receiving dictionaries

Authored-by: Wes McKinney <wesm+git@apache.org>
Signed-off-by: Wes McKinney <wesm+git@apache.org>