BUG: UnicodeDecodeError: 'unicodeescape' codec can't decode byte 0x5c at end of string
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [x] (optional) I have confirmed this bug exists on the master branch of pandas. Checked 8da70fc36705e9dcf0de28227f4ad4c914d84f78

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
import pandas
import numpy as np

row_size = 2*10**5
test_csv_name = "test_df.csv"

dates = pandas.date_range("2000", freq="s", periods=row_size)
df = pandas.DataFrame(
    {
        "col1": np.arange(row_size),
        "col2": [str(x.date()) for x in dates],
        "col3": np.arange(row_size),
        "col4": [str(x.time()) for x in dates],
    }
)
df.to_csv(test_csv_name, sep=",", encoding="unicode_escape")

pandas_df = pandas.read_csv(test_csv_name, encoding="unicode_escape")

print(pandas_df)

```

#### Problem description

This reproducer works well with `row_size = 2*10**4` so I expect similar behaviour for `row_size = 2*10**5`.

<details>
<summary> Traceback  for case when row_size = 2*10**5</summary>

```sh
  File "reproducer.py", line 18, in <module>
    pandas_df = pandas.read_csv(test_csv_name, encoding="unicode_escape")
  File "...\pandas\io\parsers.py", line 686, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "...\pandas\io\parsers.py", line 458, in _read
    data = parser.read(nrows)
  File "...\pandas\io\parsers.py", line 1196, in read
    ret = self._engine.read(nrows)
  File "...\pandas\io\parsers.py", line 2155, in read
    data = self._reader.read(nrows)
  File "pandas\_libs\parsers.pyx", line 847, in pandas._libs.parsers.TextReader.read
  File "pandas\_libs\parsers.pyx", line 862, in pandas._libs.parsers.TextReader._read_low_memory
  File "pandas\_libs\parsers.pyx", line 918, in pandas._libs.parsers.TextReader._read_rows
  File "pandas\_libs\parsers.pyx", line 905, in pandas._libs.parsers.TextReader._tokenize_rows
  File "pandas\_libs\parsers.pyx", line 2034, in pandas._libs.parsers.raise_parser_error
UnicodeDecodeError: 'unicodeescape' codec can't decode byte 0x5c in position 8191: \ at end of string
```

</details>


#### Expected Output

Expected output can be computed using workaround:
```python
# workaround
from io import StringIO

with open(test_csv_name, mode="rb") as f:
    pandas_df = pandas.read_csv(StringIO(f.read().decode("unicode_escape")))
```
 
```python
# expected output
        Unnamed: 0    col1        col2    col3      col4
0                0       0  2000-01-01       0  00:00:00
1                1       1  2000-01-01       1  00:00:01
2                2       2  2000-01-01       2  00:00:02
3                3       3  2000-01-01       3  00:00:03
4                4       4  2000-01-01       4  00:00:04
...            ...     ...         ...     ...       ...
199995      199995  199995  2000-01-03  199995  07:33:15
199996      199996  199996  2000-01-03  199996  07:33:16
199997      199997  199997  2000-01-03  199997  07:33:17
199998      199998  199998  2000-01-03  199998  07:33:18
199999      199999  199999  2000-01-03  199999  07:33:19

[200000 rows x 5 columns]
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : db08276bc116c438d3fdee492026f8223584c477
python           : 3.7.8.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.18362
machine          : AMD64
processor        : Intel64 Family 6 Model 142 Stepping 10, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : None.None

pandas           : 1.1.3
numpy            : 1.19.2
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.4
setuptools       : 49.6.0.post20201009
Cython           : None
pytest           : 6.1.1
hypothesis       : None
sphinx           : None
blosc            : None
feather          : 0.4.1
xlsxwriter       : None
lxml.etree       : 4.6.0
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.18.1
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : None
fsspec           : 0.8.4
fastparquet      : None
gcsfs            : None
matplotlib       : 3.2.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.5
pandas_gbq       : 0.14.0
pyarrow          : 0.16.0
pytables         : None
pyxlsb           : None
s3fs             : 0.4.2
scipy            : 1.5.2
sqlalchemy       : 1.3.20
tables           : 3.6.1
tabulate         : None
xarray           : 0.16.1
xlrd             : 1.2.0
xlwt             : None
numba            : None

</details>