Why wrong: Dates in English use the ordinal (first, second, third, etc.) and not the cardinal number (one, two, three, etc.). French uses the ordinal for the first day of the month (le premier mai), but cardinals for the rest (le deux mai, le trois mai, etc.). Typically we will say the month first, followed by the and the correct ordinal. In written form, many possibilities are used (May 2, May the 2nd, 2 Mai, 2013-05-02, and so forth). Usually corporate culture dictates which form is preferred in your company.
Correct it: “We got married on May the second.” or “We got married on the second of May.” The second one is more formal.
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