grammar - Which preposition is correct here?

• on September 29 2014


• in September 29 2014

I know with months, we should use in, and with days, we should use on. However I find the American way in writing the month before the day in dates to be confusing. Should we use on here because we are referring to a day or should we use in because it immediately precedes a month? On seems more appropriate to me here, but since I am not a native speaker I thought I should ask.