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Yes--per the article I linked up:
The DATEPARSE function is available for connections to MySQL, Oracle, PostgreSQL, and Tableau data extracts. The DATEPARSE function takes two parameters, “format” and “string.”
This means if your data source is anything else (MS Excel, Access, a text file, etc), this function won't be available. If you are using any source other than those listed, you can create a Tableau data extract from your data.