merge_asof timeseries don't preserve categories Pandas 0.19.0

[existeundelta]

from the timeseries realease example: http://pandas.pydata.org/pandas-docs/version/0.19.0/whatsnew.html#merge-asof-for-asof-style-time-series-joining
making ticker as category:

trades.ticker = trades.ticker.astype('category') 
quotes.ticker = quotes.ticker.astype('category') 

merge = pd.merge_asof(trades, quotes,
                  on='time',
                  by='ticker')

Expected Output

merge.dtypes
Out[31]:
time datetime64[ns]
ticker category
price float64
quantity int64
bid float64
ask float64

geting :
time datetime64[ns]
ticker object
price float64
quantity int64
bid float64
ask float64

[chris-b1]

Yes, this would be nice to support and is essentially a special case of #10409.

[jreback]

xref this to the duplicate issue.