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"body": "#### Code Sample, a copy-pastable example if possible\r\n\r\nFirst noted in discussion here: https://github.com/quantopian/zipline/pull/1190/files/fe5a2a888a498d838c3cc43de2c33ac08b20d2a7#r62506342. This most often matters when passing a value typed in Cython as something like `int64_t[:]`.\r\n\r\nSimple repro cases:\r\n\r\nDatetimeIndex construction fails (looks like trying to parse strings?), and vanilla Index construction returns an array of unicode strings.\r\n```\r\nIn [6]: import pandas as pd; import numpy as np\r\n\r\nIn [7]: pd.__version__, np.__version__\r\nOut[7]: ('0.18.1+20.gaf7bdd3', '1.11.0')\r\n\r\nIn [8]: m = memoryview(np.arange(5))\r\n\r\nIn [9]: pd.DatetimeIndex(m)\r\n---------------------------------------------------------------------------\r\nValueError Traceback (most recent call last)\r\n<ipython-input-9-09b855a663a4> in <module>()\r\n----> 1 pd.DatetimeIndex(m)\r\n\r\n/home/ssanderson/clones/pandas/pandas/util/decorators.pyc in wrapper(*args, **kwargs)\r\n 89 else:\r\n 90 kwargs[new_arg_name] = new_arg_value\r\n---> 91 return func(*args, **kwargs)\r\n 92 return wrapper\r\n 93 return _deprecate_kwarg\r\n\r\n/home/ssanderson/clones/pandas/pandas/tseries/index.pyc in __new__(cls, data, freq, start, end, periods, copy, name, tz, verify_integrity, normalize, closed, ambiguous, dtype, **kwargs)\r\n 283 data = tslib.parse_str_array_to_datetime(data, freq=freq,\r\n 284 dayfirst=dayfirst,\r\n--> 285 yearfirst=yearfirst)\r\n 286 else:\r\n 287 data = tools.to_datetime(data, errors='raise')\r\n\r\n/home/ssanderson/clones/pandas/pandas/tslib.pyx in pandas.tslib.parse_str_array_to_datetime (pandas/tslib.c:39610)()\r\n 2175 except ValueError:\r\n 2176 if is_coerce:\r\n-> 2177 iresult[i] = NPY_NAT\r\n 2178 continue\r\n 2179 raise\r\n\r\nValueError:\r\n\r\nIn [10]: pd.Index(m)\r\nOut[10]: Index([u'', u'', u'', u'', u''], dtype='object')\r\n```\r\n\r\n#### Expected Output\r\n\r\nI'd expect this to either error immediately or provide the same result as coercing the provided memoryview into a numpy array.\r\n\r\n#### output of ``pd.show_versions()``\r\n\r\n```\r\nIn [6]: pd.show_versions()\r\n\r\nINSTALLED VERSIONS\r\n------------------\r\ncommit: af7bdd3883c8d61e9d9388d3aa699930eee7fff8\r\npython: 2.7.10.final.0\r\npython-bits: 64\r\nOS: Linux\r\nOS-release: 4.2.0-16-generic\r\nmachine: x86_64\r\nprocessor: x86_64\r\nbyteorder: little\r\nLC_ALL: None\r\nLANG: en_US.UTF-8\r\n\r\npandas: 0.18.1+20.gaf7bdd3\r\nnose: None\r\npip: 8.1.0\r\nsetuptools: 20.2.2\r\nCython: 0.24\r\nnumpy: 1.11.0\r\nscipy: None\r\nstatsmodels: None\r\nxarray: None\r\nIPython: 4.2.0\r\nsphinx: None\r\npatsy: None\r\ndateutil: 2.5.3\r\npytz: 2016.3\r\nblosc: None\r\nbottleneck: None\r\ntables: None\r\nnumexpr: None\r\nmatplotlib: None\r\nopenpyxl: None\r\nxlrd: None\r\nxlwt: None\r\nxlsxwriter: None\r\nlxml: None\r\nbs4: None\r\nhtml5lib: None\r\nhttplib2: None\r\napiclient: None\r\nsqlalchemy: None\r\npymysql: None\r\npsycopg2: None\r\njinja2: None\r\nboto: None\r\npandas_datareader: None\r\n```\r\n\r\ncc @jbredeche"
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