You need to use .dtwhen working on Seriesnot a DatetimeIndex:
In [191]:
df = pd.DataFrame({'start': pd.to_datetime([1439687730.439, 1439687731.439], unit='s')})
df['start'].dt.tz_localize('utc')
Out[191]:
0 2015-08-16 01:15:30.439000+00:00
1 2015-08-16 01:15:31.439000+00:00
Name: start, dtype: datetime64[ns, UTC]
the method tz_localizeis available only for objects DatetimeIndex, therefore, an error, but accessible through dtaccessor