title: pandas DatetimeIndex from timestamp
body: <p>I have a large list of timestamps in nanoseconds (can easily be converted to miliseconds). I now want to make an instance of <code>DatetimeIndex</code> using these timestamps. Yet simply passing</p>
  
  <pre><code>timestamps =  [3377536510631, 3377556564631, 3377576837400, 3377596513631, ...]
  dti = DatetimeIndex(timestamps)
  </code></pre>
  
  <p>yields dates at 1970 yet they should be at 2017. Dividing them by a million to get milliseconds gives the same rsult. It seems that the input isn't as expected but I wouldn't know either how to easily set the input correctly or how to set the parameters correctly</p>