Yes. You can use the dataParse function for this. The format string depends on the source data that you got from an options data provider. After parsing the data, you often need to modify some fields to the format needed in a CONTRACT struct. Here is an example:

Code:
string Extract = "AAPL";
string InName = "NBBO.csv";
string Format = "+,,,%m/%d/%Y,,,i7,f6,s8,,f1,f2,,,f4,f5";
string OutFormat = "%Y-%m-%d,f,f,f,f,f,f,i,i";

void main()
{
	dataNew(1,0,0);
	int Records = dataParse(1,Format,InName,Extract);
	printf("n%d Records parsed",Records);
	for(i=0; i<Records; i++) {
// fix expiry (is stored in wrong order)
		int Expiry = dataInt(1,i,7);
		int MMDD = Expiry/10000;
		int YYYY = Expiry-MMDD*10000;
		dataSet(1,i,7,YYYY*10000+MMDD);
// fix type (is stored as characters 'P' or 'C')
		string Type = dataStr(1,i,8);
		dataSet(1,i,8,ifelse(*Type == 'P',PUT,CALL));
// display progress bar and check [Stop] button
		if(!progress(100*i/Records,0)) break; 
	}
	dataSave(1,strf("History%s.t8",Extract));
}