BUG: DatetimeIndex.union returning object dtype for indexes with the same tz but different units (#55259)

* add DatetimeTZDtype._get_common_type

* mypy

Author: lukemanley

doc/source/whatsnew/v2.2.0.rst

@@ -259,7 +259,7 @@ Categorical
 
 Datetimelike
 ^^^^^^^^^^^^
--
+- Bug in :meth:`DatetimeIndex.union` returning object dtype for tz-aware indexes with the same timezone but different units (:issue:`55238`)
 -
 
 Timedelta

pandas/core/dtypes/dtypes.py

@@ -928,6 +928,13 @@ def __setstate__(self, state) -> None:
         self._tz = state["tz"]
         self._unit = state["unit"]
 
+    def _get_common_dtype(self, dtypes: list[DtypeObj]) -> DtypeObj | None:
+        if all(isinstance(t, DatetimeTZDtype) and t.tz == self.tz for t in dtypes):
+            np_dtype = np.max([cast(DatetimeTZDtype, t).base for t in [self, *dtypes]])
+            unit = np.datetime_data(np_dtype)[0]
+            return type(self)(unit=unit, tz=self.tz)
+        return super()._get_common_dtype(dtypes)
+
     @cache_readonly
     def index_class(self) -> type_t[DatetimeIndex]:
         from pandas import DatetimeIndex

pandas/tests/indexes/datetimes/test_setops.py

@@ -189,6 +189,14 @@ def test_union_with_DatetimeIndex(self, sort):
         # Fails with "AttributeError: can't set attribute"
         i2.union(i1, sort=sort)
 
+    def test_union_same_timezone_different_units(self):
+        # GH 55238
+        idx1 = date_range("2000-01-01", periods=3, tz="UTC").as_unit("ms")
+        idx2 = date_range("2000-01-01", periods=3, tz="UTC").as_unit("us")
+        result = idx1.union(idx2)
+        expected = date_range("2000-01-01", periods=3, tz="UTC").as_unit("us")
+        tm.assert_index_equal(result, expected)
+
     # TODO: moved from test_datetimelike; de-duplicate with version below
     def test_intersection2(self):
         first = tm.makeDateIndex(10)