I have data in a csv file with dates stored as strings in a standard UK format - %d/%m/%Y - meaning they look like:
12/01/2012
30/01/2012
I think you are calling it correctly, and I posted this as an issue on github.
You can just specify the format to to_datetime directly, for example:
In [1]: s = pd.Series(['12/1/2012', '30/01/2012'])
In [2]: pd.to_datetime(s, format='%d/%m/%Y')
Out[2]:
0 2012-01-12 00:00:00
1 2012-01-30 00:00:00
dtype: datetime64[ns]
Update: As OP correctly points out this doesn't work with NaN, if you are happy with dayfirst=True (which works with NaN too):
s.apply(pd.to_datetime, dayfirst=True)
Worth noting that have to be careful using dayfirst (which is easier than specifying the exact format), since dayfirst isn't strict.