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')

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

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)

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)