Aha, you're talking about the Unix date command, not a Java program.
Try the command: man date to get a description of the date command and all possible options. However, when I do this on Mac OS X, I don't see any way to make it show milliseconds. This might be different on your Linux system.
Note, you may or may not get an answer that is accurate to the millisecond, even if the command displays what it claims are milliseconds, or if the API returns something in milliseconds. Its hardware specific if there is a clock more accurate than the old PC standard, which had about a 18 millisecond accuracy.