I have a CSV file of data in the form
21.06.2016 23:00:00.349, 153.461, 153.427
21.06.2016 23:00:00.400, 153.460, 153.423
etc
The initial step of creating a frame involves the optional inclusion of a 'schema' to specify or rename column heads and specify types:
let df = Frame.ReadCsv(__SOURCE_DIRECTORY__ + "/data/GBPJPY.csv", hasHeaders=true, inferTypes=false, schema="TS (DateTimeOffset), Bid (float(3)), Ask (float(3))")
I would like to specify the first column of string values to be ParseExact'ed to DateTimeOffset of the format
"dd.mm.yyyy HH:mm:ss.fff"
(I'm assuming the use of the setting System.Globalization.CultureInfo.InvariantCulture).
How do I express the schema such that it will parse the datetime string in that first Frame.ReadCsv("file.csv", schema = ........ )? Or is this not possible to accomplish within the schema statement?