In [1]:
with open('example1.dat', 'rb') as f:
    raw_data = f.readlines()

In [2]:
print raw_data


['003020600\n', '900305001\n', '001806400\n', '008102900\n', '700000008\n', '006708200\n', '002609500\n', '800203009\n', '005010300\n']

In [6]:
data = []
for line in raw_data:
    row = []
    for d in line.rstrip('\n'):
        row.append(int(d))
    data.append(row)
print data


[[0, 0, 3, 0, 2, 0, 6, 0, 0], [9, 0, 0, 3, 0, 5, 0, 0, 1], [0, 0, 1, 8, 0, 6, 4, 0, 0], [0, 0, 8, 1, 0, 2, 9, 0, 0], [7, 0, 0, 0, 0, 0, 0, 0, 8], [0, 0, 6, 7, 0, 8, 2, 0, 0], [0, 0, 2, 6, 0, 9, 5, 0, 0], [8, 0, 0, 2, 0, 3, 0, 0, 9], [0, 0, 5, 0, 1, 0, 3, 0, 0]]

In [ ]: