I need to process a huge amount of CSV files where the time stamp is always a string representing the unix timestamp in milliseconds. I could not find a method yet to modify
You can do this as a post processing step using to_datetime and passing arg unit='ms':
unit='ms'
In [5]: df['UNIXTIME'] = pd.to_datetime(df['UNIXTIME'], unit='ms') df Out[5]: RUN UNIXTIME VALUE 0 1 2015-11-10 13:05:02.320 10 1 2 2015-11-10 13:05:02.364 20 2 3 2015-11-10 13:05:22.364 42