ix1 = pd.DatetimeIndex(start=pd.Timestamp('20140715', tz='EST5EDT'), end=pd.Timestamp('20140717', tz='EST5EDT'), freq='D', tz='EST5EDT')
ix2 = pd.DatetimeIndex([pd.Timestamp('2014-07-11 00:00:00', tz='EST5EDT'), pd.Timestamp('2014-07-21 00:00:00', tz='EST5EDT')])
df1 = pd.DataFrame(0, index=ix1, columns=['A', 'B'])
df2 = pd.DataFrame(0, index=ix2, columns=['A', 'B'])
I think the because the 2nd index is only length 2 its freq is not inferred causing a reset to UTC.
In [46]: concat([df1,df2])
Out[46]:
A B
2014-07-15 04:00:00+00:00 0 0
2014-07-16 04:00:00+00:00 0 0
2014-07-17 04:00:00+00:00 0 0
2014-07-11 04:00:00+00:00 0 0
2014-07-21 04:00:00+00:00 0 0
In [47]: concat([df1,df2]).index
Out[47]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2014-07-15 04:00:00+00:00, ..., 2014-07-21 04:00:00+00:00]
Length: 5, Freq: None, Timezone: UTC
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