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When storing a DataFrame using HDFStore the datetime information is altered. My guess is that there is some problem with daylight saving and time zones when the DataFrame is loaded from the h5 file. An example:
In [1]: from pandas import *
In [2]: df = DataFrame([0,1], [datetime(2011, 3, 27, 2, 2, 2),datetime(2011, 3, 27, 3, 2, 2)])
In [3]: s = HDFStore("test.h5")
In [4]: s["test"] = df
In [5]: df
Out[5]:
0
2011-03-27 02:02:02 0
2011-03-27 03:02:02 1
In [6]: s["test"]
Out[6]:
0
2011-03-27 03:02:02 0
2011-03-27 03:02:02 1