Update sql.py to distinguish between BigInt, Integer, and SmallInt
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This is to resolve #37344.  I've never contributed to Pandas before, so may need guidance to proceed.