Assuming your data is in a file t.dat
set xdata time
set timefmt "%b_%d_%H:%M:%S_%Y"
set format x "%d/%m/%y\n%H:%M"
plot "< sed 's/[^_]*_//' t.dat" using 1:2 title "y value"
timefmt
sets the input time format. Unfortunately, the day name isn't a recognised value, so the "< sed 's/[^_]*_//' t.dat"
redirects the output of a sed
command, which strips the day and first underscore, as input.
format
set the output to date newline time, change this to get the format you want.