Put request start time in header

We are implementing New Relic in our stack and would like to keep track of latency involved in servicing a request.

One this we need for this is to add a X-Request-Time header with the number of seconds and milliseconds since unix epoch. Nginx has that data available as ${msec}:

But I’m not sure how I can access that variable from inside the Request Transformer plugin.

Can someone please point me to the relevant documentation? So far all I could find is:

and

But both seem to indicated that the data/methods available are extremely limited.

Is it possible to add this time data with the Request Transformer plugin or am I on the wrong track?