title: Pandas: Inconsistency in converting from datetime.datetime object to Index / DatetimeIndex
body: <p>I have two lists of dictionarys both contain <code>[{datetime.datetime: int}...]</code>. I use <code>pd.Series(list_of_dict)</code> to convert it to a series object. However, for one list it converts it to a <code>pd.series</code> with <code>Index</code> type index. Another is <code>DatetimeIndex</code> index. What could reasons be for this inconsistency?</p>
  
  <p>I want a <code>DatetimeIndex</code> index btw:P Many thanks!</p>
  
  <p>A sample: <code>ss=pd.Series(d)</code> <code>s=pd.Series(datetime_counter)</code></p>
  
  <pre><code>In [120]: list(d.keys())[0]
  Out[123]: datetime.datetime(2018, 11, 9, 3, 47, 57)
  
  In [124]: list(datetime_counter.keys())[0]
  Out[132]: datetime.datetime(2018, 11, 7, 7, 35, 38)
  
  In [133]: ss.index
  Out[136]:
  DatetimeIndex(['2018-11-09 03:47:57', '2018-11-09 09:12:19',
                 '2018-11-09 09:02:42', '2018-11-09 09:02:37',
                 '2018-11-09 09:02:23', '2018-11-09 09:00:42',
                 '2018-11-09 08:38:37', '2018-11-09 06:50:53',
                 '2018-11-08 10:24:49', '2018-11-08 10:31:28',
                 ...
                 '2017-09-25 12:27:12', '2017-09-25 12:19:55',
                 '2017-09-25 11:34:57', '2017-09-25 11:31:55',
                 '2017-09-25 11:24:56', '2017-09-25 11:23:58',
                 '2017-09-25 11:08:29', '2017-09-25 11:02:00',
                 '2017-09-26 00:24:13', '2017-09-26 06:51:14'],
                dtype='datetime64[ns]', length=56639, freq=None)
  
  In [137]: s.index
  Out[137]:
  Index([2018-11-07 07:35:38, 2018-11-05 17:52:32, 2018-11-06 20:37:20,
         2018-11-06 14:19:13, 2018-11-06 09:50:49, 2018-11-06 09:32:45,
         2018-11-05 18:43:29, 2018-11-05 18:27:14, 2018-11-05 18:00:52,
         2018-11-05 17:57:05,
         ...
         2011-03-16 10:35:50, 2011-03-15 21:52:00, 2017-10-31 23:03:20,
         2017-10-20 10:00:11, 2017-10-18 20:35:47, 2017-10-19 22:16:08,
         2017-10-19 15:40:42, 2017-10-19 09:33:22, 2017-10-19 07:12:23,
         2017-10-18 22:53:12],
        dtype='object', length=83539)
  
  In [138]:
  </code></pre>