Pandas converting row with unix timestamp (in milliseconds) to datetime

Question

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

Answer 1

I came up with a solution I guess:

convert = lambda x: datetime.datetime.fromtimestamp(float(x) / 1e3)

df = pd.read_csv(StringIO(data), parse_dates=['UNIXTIME'], date_parser=convert)

I'm still not sure if this is the best one though.