I solved the probem by replacing
Code
TDateValue= record
      dt: TDatetime;
      dts:string;
      value: double;
    end;
with
Code
TDateValue= record
      dt:    TDatetime;
      dts:   ansistring;  //<-!!
      value: double;
    end;

Since Delphi 2009 unicode strings are supported so that the string-type consists of 2 bytes per character. It looks like the TDirectoraclePathloader can not handle unicode strings in my DOA Version.