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Antoine Pitrou authored and Wes McKinney committed 263c2872104
ARROW-5700: [C++] Try to produce better errors on Windows Using GetLastError() if possible may produce more precise diagnostics than errno, since typically one errno can map to several different Windows error codes. Author: Antoine Pitrou <antoine@python.org> Closes #4724 from pitrou/ARROW-5700-better-win-error-message and squashes the following commits: 5f866c27b <Antoine Pitrou> ARROW-5700: Try to produce better errors on Windows