I am able to parse strings containing date/time with time.strptime
>>> import time
>>> time.strptime('30/03/09 16:31:32', '%d/%m/%y %H:%M:%S')
(2009, 3, 30, 16, 31, 32, 0, 89, -1)
How can I parse a time string that contains milliseconds?
>>> time.strptime('30/03/09 16:31:32.123', '%d/%m/%y %H:%M:%S')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/lib/python2.5/_strptime.py", line 333, in strptime
    data_string[found.end():])
ValueError: unconverted data remains: .123
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Answer
Python 2.6 added a new strftime/strptime macro %f. The docs are a bit misleading as they only mention microseconds, but %f actually parses any decimal fraction of seconds with up to 6 digits, meaning it also works for milliseconds or even centiseconds or deciseconds.
time.strptime('30/03/09 16:31:32.123', '%d/%m/%y %H:%M:%S.%f')
However, time.struct_time doesn’t actually store milliseconds/microseconds. You’re better off using datetime, like this:
>>> from datetime import datetime
>>> a = datetime.strptime('30/03/09 16:31:32.123', '%d/%m/%y %H:%M:%S.%f')
>>> a.microsecond
123000
As you can see, .123 is correctly interpreted as 123 000 microseconds.