Actually I don`t have many ideas about the date conversion, but the things that I would try to use to do that is:
- A database with a Index in the Date Column (to be easy to search in this data after).
- To Insert in this base use Bulk Insert.
- And some way to parallel the reading (In think parallel LINQ would be good and is very easy to use).
- Lots of patience (the most important/hard thing)