I have a string like this 2018-04-03 02:59:59+00:00 and I need to use strptime to convert it to datetime.
However, looking at the docs, the %z (UTC offset) directive is +HHMM, but I need +HH:MM. How can I achieve that? 
It is not currently possible using datetime.strptime, because of the colon character in the offset.  So, forget strptime and choose one of the options below:
dateutil.parser instead of strptime
Regarding the last option: there's a new feature provided in 3.7, added specifically to address the issue you're seeing. It's a new datetime method, which can correctly parse your string:
# Python 3.7.0b1
>>> from datetime import datetime
>>> datetime.fromisoformat('2018-04-03 02:59:59+00:00')
datetime.datetime(2018, 4, 3, 2, 59, 59, tzinfo=datetime.timezone.utc)
Additionally, Python 3.7 supports colons in the offset for %z if you wanted to stick with strptime.
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