Need help changing Pivot Table field to Date format (data coming from Cube)

Hello There,

I am trying to get dynamic date filtering for my pivots, but my date fields are not in date format. My data is coming from a cube pulling from SQL.

When I click field settings on the date fields, the "number format" button is not showing only "filter", so I am unable to change the format. 

I have the date field in my "rows" section of the pivot