date format 2005-04-11 00:00:00.000

[yxez]

you can load in first to oracle table as varchar2(23) then add another column (col2 date) and update this
column as update t1 set col2=to_date(substr(col1,1,19),'yyyy-mm-dd hh24:mi:ss')
then alter table t1 drop column column col1;

Or

in the sqlserver side to can use the convert function to char
and use substring to trim the milliseconds.
I am Assuming the milliseconds can be discarded here.