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I can't figure out how to parse this string to date time correctly, no matter what format I try it says time data does not match format.

# df['_01_FISCPER'] is like '2018011' i.e November 2018
df['FISCPER_DT'] = pd.to_datetime(df['_01_FISCPER'], format='%yyyy%mmm')
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format= takes an strftime compatible format string. %yyyy%mmm would match a 2-character year, the literal yyy, then a 2-character month and the literal mm.

For 2018011, ie. YYYY0MM, you might want to try format='%Y0%m'.

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