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Python logging: use milliseconds in time format

By default logging.Formatter('%(asctime)s') prints with the following format:

2011-06-09 10:54:40,638

where 638 is the millisecond. I need to change the comma to a dot:

2011-06-09 10:54:40.638

To format the time I can use:

logging.Formatter(fmt='%(asctime)s',datestr=date_format_str)

however the documentation doesn't specify how to format milliseconds. I've found this SO question which talks about microseconds, but a) I would prefer milliseconds and b) the following doesn't work on Python 2.6 (which I'm working on) due to the %f:

logging.Formatter(fmt='%(asctime)s',datefmt='%Y-%m-%d,%H:%M:%S.%f')
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This should work too:

logging.Formatter(fmt='%(asctime)s.%(msecs)03d',datefmt='%Y-%m-%d,%H:%M:%S')

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