I have a text file of intra day data in the format:
03/15/2009, 22:00:00, 754.750, 755.000, 753.000, 753.000
03/15/2009, 22:01:00, 752.750, 753.250, 752.250, 752.500
03/15/2009, 22:02:00, 752.750, 753.500, 752.750, 753.000

which will not load into WL. It accepts the date field with the M/d/yyyy format (although I would have thought it should be MM/dd/yyyy) but it doesn't like the time field. There is no hh:mm:ss option, only a hh:mm:ss tt which it doesn't like. Would it be possible to add these formats also?

Thanks,

N

The problem here is neither the date format neither the time format. The culprit is having multiple separators i.e. the combination of "," and " ": the data is actually separated by two consecutive symbols.

So if you look closely at the error message, you'll notice that the ASCII provider complains not about "22:00:00" but about " 22:00:00". Notice the white space that creates invalid time. Apparently it does not have any effect to parsing the OHLC values but times are affected.

To fix it, simply enter this sequence in the Time Format field:

" "H:mm:ss (if your time is 0:00, 1:00 etc.)

Or this one if your time goes like 00:00, 01:00 etc.:

" "HH:mm:ss

P.S. Further reading on handling even more kinky data formats: How do I import an unusual ASCII data file with multiple separators?

Thanks Eugene. I've tried this and it works.