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I have a SanDisk 16Gig thumb drive. When I select it to open I am told do I want to format. So far I have answered no to that question. I have over 12Gig of movies on this thumb drive.

When I do some looking I find it is listed as RAW not FAT.

How do I recover my data on my thumb drive?

Start TestDisk.
Confirm at create a log, select your thumb drive and confirm through until you see the menu Analyse.
Don't confirm at Analyse but Advanced.
If your thumb drive doesn't appear correctly, pleas let me know.
Otherwise;
Confirm at Boot.
Highlight Rebuild BS and hit Enter.
Rebuild your BS will be in progress.
Normally, it takes some minutes.
If it's finished, please post the infos or upload a screen.
If you see a menu List, please highlight it and press enter.
Please let me know, do you see your data or an error message.
To get back to the previous screen, easily press q for Quit.

If you list your data and they are listed, you can copy them.
You'll find the commands at the bootom of the screen.
It doesn't take as long because thumb drives are not as big.
So you will have a backup.

Fiona, here is a screen shot after I selected Advanced;
Oops I don't know how to put an image here.

Anyway, the next screen after Advnced says "no partition available"

What should I do here?

If there is no partition available, then repeat the diagnose!
But if you get to the partition table types (after you selected your thumb drive), please change your partition table type from Intel to None.
Go to Advanced.
Probably your partition might be Unknown.
In this case go to Type and change it to FAT32.

Now you can go to Boot and finish your diagnose as described above.

Ok that got me farther.

I am told my boot sector is bad & the backup boot sector is also bad.

Should I choose to rebuild my boot sector?

Yes, have a try to get the menu list afterwards to check it for your data.

It says No FAT found, searching sub directry

Normally thumb drives are not intended to be partitioned but formatted.
But don't format it.

I'd need infos after Analyse and Quick Search.
Also how your thumb drive is listed in TestDisk as Disk.
If there are no infos available, then from Deeper Search also.

Can't find cluster size

Do I select OK?

Yes, you can proceed with Ok.
TestDisk doesn't change anything until you explicit confirm it at Write.
Please let me know how your thumb is listed as Disk in TestDisk.