I finally figured this one out. I changed my format of the date in my date to 9:32:00, and my format spec to

string Format = "+%Y%m%d,%H:%M:%S,f3,f1,f2,f4,f5,f6";

I also had to pad my date with ,0,0 at the end to zero out the spread and vol data. This appears to be working. Is it possible to parse data without the spread and volume data?

Thanks!