Convert Pandas Column to DateTime

Use the to_datetime function, specifying a format to match your data.

raw_data['Mycol'] =  pd.to_datetime(raw_data['Mycol'], format='%d%b%Y:%H:%M:%S.%f')

If you have more than one column to be converted you can do the following:

df[["col1", "col2", "col3"]] = df[["col1", "col2", "col3"]].apply(pd.to_datetime)

You can use the DataFrame method .apply() to operate on the values in Mycol:

>>> df = pd.DataFrame(['05SEP2014:00:00:00.000'],columns=['Mycol'])
>>> df
                    Mycol
0  05SEP2014:00:00:00.000
>>> import datetime as dt
>>> df['Mycol'] = df['Mycol'].apply(lambda x: 
                                    dt.datetime.strptime(x,'%d%b%Y:%H:%M:%S.%f'))
>>> df
       Mycol
0 2014-09-05

Use the pandas to_datetime function to parse the column as DateTime. Also, by using infer_datetime_format=True, it will automatically detect the format and convert the mentioned column to DateTime.

import pandas as pd
raw_data['Mycol'] =  pd.to_datetime(raw_data['Mycol'], infer_datetime_format=True)

raw_data['Mycol'] =  pd.to_datetime(raw_data['Mycol'], format='%d%b%Y:%H:%M:%S.%f')

works, however it results in a Python warning of A value is trying to be set on a copy of a slice from a DataFrame. Try using .loc[row_indexer,col_indexer] = value instead

I would guess this is due to some chaining indexing.

Time Saver:

raw_data['Mycol'] =  pd.to_datetime(raw_data['Mycol'])

It is important to note that pandas.to_datetime will almost never return a datetime.datetime. From the docs

Blockquote

Returns datetime
If parsing succeeded. Return type depends on input:

list-like: DatetimeIndex
Series: Series of datetime64 dtype
scalar: Timestamp

In case when it is not possible to return designated types (e.g. when any element 
of input is before Timestamp.min or after Timestamp.max) return will have 
datetime.datetime type (or corresponding array/Series).

Blockquote