Currently, fields are converted to datetime as described in https://docs.python.org/3/library/sqlite3.html#sqlite3.PARSE_COLNAMES :

'select x as "x [datetime]" from table'

In my use case I don't know the names and locations of the datetime fields in advance. So I would need to do pandas.read_sql_query('select * from table', con) and get correct datetime columns.
(My current workaround is try calling pandas.to_datetime on each text column afterwards.)

The type info has to be available in the sqlite database, because I see that SQLiteStudio correctly detects the datetime columns.