Try this to remove rows with blank Depths:
[~,~,dataIn] = xlsread(fileName, worksheetName);
index = ~cellfun(@isempty, dataIn(:,2));
dataCleaned = dataIn(index, :);
I am not clear on the second part of your question. Do you mean you have a defined set of time stamps, and you want to see if you can find matches in the incoming data?