[FEA] Ability to write and read index columns in `orc` format
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cuIO
feature request
libcudf
- Dominant language
- C++
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Description
**Is your feature request related to a problem? Please describe.**
I'd like to have the ability to pass on the index columns aswell through `orc` files. We do this incase of `parquet` but not `orc`. When we roundtrip a dataframe from cudf `orc` writer & reader, the index data is lost:
```python
>>> df = cudf.DataFrame({'a': [1, 2, 3]}, index=['a', 'b', 'c'])
>>> df
a
a 1
b 2
c 3
>>> df.to_orc('sample.orc')
>>> cudf.read_orc('sample.orc')
a
0 1
1 2
2 3
```
**Describe the solution you'd like**
We might have to uniquely name the index columns and write and retrieve them in libcudf layer.
cc: @vuule @rgsl888prabhu
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