I would add that we usually wouldn't say "am" or "pm". It's almost always clear from context, so just say "9:30." If you feel like there might be confusion, we would be more likely to say "9:30 in the morning" or "9:30 in the evening"

Either is technically correct, but it's important to know who will be reading the time. Most Americans are much more comfortable with AM/PM than they are with 24-hour time, but they will usually be able to understand both. Europeans are usually equally comfortable with AM/PM or 24-hour time. If you are hoping to sound like a native speaker, choose the way you say times appropriately. As a side-note, if you are in the United States, make sure you use a colon character, :, instead of a period when separating times. 9:30 PM is correct, 9.30 is not! You can also say AM or PM without using a period to show abbreviations.

[Corrected after helpful comments from Jimmy.] 24-hour time (0000-2359) is normally used for transportation schedules in North America. 12-hour time (9:30 AM, 12:30 PM, 9:30 PM) is used otherwise. The British system appears to be 24-hour time with a colon (9:30, 13:30) and 12-hour time with a full stop (9.30am). British source: Oxford Style Guide https://www.ox.ac.uk/sites/files/oxford/media_wysiwyg/University%20of%20Oxford%20Style%20Guide.pdf Times Use either the 12- or 24-hour clock – not both in the same text. The 12-hour clock uses a full stop between the hours and minutes; the 24-hour clock uses a colon and omits am/pm. The lecture starts at 11.30am and ends at 1pm. The lecture starts at 11:30 and ends at 13:00.

pm > 12.00 am < 12.00