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Add whatsnew note about impact on read_sql
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doc/source/whatsnew/v0.21.0.txt

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@@ -331,6 +331,8 @@ UTC Localization with Series
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pd.to_datetime(s, utc=True)
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This new behavior will also localize datetime columns in DataFrames returned from :func:`read_sql` which previously returned datetime columns as naive UTC.
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.. _whatsnew_0210.api:
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Other API Changes

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