The problem is that there is a class for formatting ticks, and plot_date sets this class to what you don't need: an automatic formatter that never traces milliseconds.
To change this, you need to go from matplotlib.dates.AutoDateFormatter to your own formatting. matplotlib.dates.DateFormatter (fmt) creates a formatter with a datetime.strftime format string. I'm not sure how to show it in milliseconds, but it will show microseconds that, I hope, will work for you; this is just one extra zero. Try this code:
dates = matplotlib.dates.datestr2num(x_values)
cge
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