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BUG: parsing dates for multiple columns in read_csv() doesn't return DatetimeIndex if values are missing #56401

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@mosc9575

Description

@mosc9575

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  • I have checked that this issue has not already been reported.

  • I have confirmed this bug exists on the latest version of pandas.

  • I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

Example with two columns for the dates and unexpected result.

from io import StringIO

import pandas as pd

data = '''day,time,value
2020-01-01,14:00:00+01:00,1
2020-01-01,14:15:00+01:00,1
2020-01-01,14:30:00+01:00,1
2020-01-01,14:45:00+01:00,1
2020-01-01,15:00:00+01:00,1
,,
'''

df = pd.read_csv(
    StringIO(data),
    sep=',',
    parse_dates=[[0,1]],
    index_col=0
)
print(df)
>>>                          value
day_time                        
2020-01-01 14:00:00+01:00    1.0
2020-01-01 14:15:00+01:00    1.0
2020-01-01 14:30:00+01:00    1.0
2020-01-01 14:45:00+01:00    1.0
2020-01-01 15:00:00+01:00    1.0
nan nan                      NaN

print(df.index)
>>> Index(['2020-01-01 14:00:00+01:00', '2020-01-01 14:15:00+01:00',
       '2020-01-01 14:30:00+01:00', '2020-01-01 14:45:00+01:00',
       '2020-01-01 15:00:00+01:00', 'nan nan'],
      dtype='object', name='day_time')

Example with one column for the dates and expected result.

data = '''day_time,value
2020-01-01 14:00:00+01:00,1
2020-01-01 14:15:00+01:00,1
2020-01-01 14:30:00+01:00,1
2020-01-01 14:45:00+01:00,1
2020-01-01 15:00:00+01:00,1
,
'''

df = pd.read_csv(
    StringIO(data),
    sep=',',
    parse_dates=[0],
    index_col=0
)
print(df)

>>>                          value
day_time                        
2020-01-01 14:00:00+01:00    1.0
2020-01-01 14:15:00+01:00    1.0
2020-01-01 14:30:00+01:00    1.0
2020-01-01 14:45:00+01:00    1.0
2020-01-01 15:00:00+01:00    1.0
NaT                          NaN

print(df.index)
>>> DatetimeIndex(['2020-01-01 14:00:00+01:00', '2020-01-01 14:15:00+01:00',
               '2020-01-01 14:30:00+01:00', '2020-01-01 14:45:00+01:00',
               '2020-01-01 15:00:00+01:00',                       'NaT'],
              dtype='datetime64[ns, UTC+01:00]', name='day_time', freq=None)

Issue Description

I expect, that the returned DataFrame by pd.read_csv() has a pd.DatetimeIndex if I parse dates and there are some missing values in the date column, which should be NaT.

Expected Behavior

What I see, is, that my expectations are fulfilled, if I parse only on column.

If I parse more than one column, the missing values are not returned as NaT. At the end, the index of the index is of type Index and not of type DatetimeIndex.

Installed Versions

INSTALLED VERSIONS ------------------ commit : 2a953cf python : 3.10.9.final.0 python-bits : 64 OS : Linux OS-release : 4.19.0-21-amd64 Version : #1 SMP Debian 4.19.249-2 (2022-06-30) machine : x86_64 processor : x86_64 byteorder : little LC_ALL : en_US.UTF-8 LANG : en_US.UTF-8 LOCALE : en_US.UTF-8

pandas : 2.1.3
numpy : 1.26.2
pytz : 2022.7.1
dateutil : 2.8.2
setuptools : 67.6.0
pip : 23.0.1
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.9.3
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.11.0
pandas_datareader : None
bs4 : 4.11.2
bottleneck : None
dataframe-api-compat: None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.11.4
sqlalchemy : 2.0.7
tables : None
tabulate : None
xarray : None
xlrd : None
zstandard : 0.19.0
tzdata : 2023.3
qtpy : None
pyqt5 : None

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