I found many questions about parsing datetime from various formats, but not able to find the solution to my problem of converting datetime string with milliseconds and timezone both.
My input is like
An unhandled exception of type 'System.FormatException' occurred in mscorlib.dll
Change the format to
yyyyMMddHHmmss.fffzzzzz, acording the documentation, the "zzz" custom format specifier represents the signed offset of the local operating system's time zone.