Surprising results of pandas.to_datetime()
I just used `pd.to_datetime` on a string column and inspected the head of the dataframe and it looked good. Unfortunately, I had german dates (day.month.year) with high days in the first rows. These were converted correctly, but then I got dates (of the next month) with low days and the conversion switched to american style (month.day.year). I would expect that I at least get a warning that the date formats are different or that the first found date format is used for all dates:

```
>>> pd.to_datetime(["29.01.1945","1.3.1945", "02.03.1945"])
DatetimeIndex(['1945-01-29', '1945-01-03', '1945-02-03'], dtype='datetime64[ns]', freq=None)
```
