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Swift J1357.2$-$0933 is a black-hole candidate X-ray transient, whichunderwent its third outburst in 2019, during which several multi-wavelengthobservations were carried out.~Here, we report results from the \emph{NeilGehrels Swift} and \emph{NICER} observatories and radio data from\emph{AMI}.~For the first time,~millihertz quasi-periodic X-ray oscillationswith frequencies varying between ${\sim}$~1--5~$\rm{mHz}$ were found in\emph{NICER} observations and a similar feature was also detected in one\emph{Swift}--\textsc{XRT} dataset.~Our spectral analysis indicate that themaximum value of the measured X-ray flux is much lower compared to the peakvalues observed during the 2011 and 2017 outbursts.~This value is ${\sim}$~100times lower than found with \emph{MAXI} on MJD~58558 much ($\sim$~68 days)earlier in the outburst, suggesting that the \emph{Swift} and \emph{NICER}fluxes belong to the declining phase of the 2019 outburst.~An additional softcomponent was detected in the \textsc{XRT} observation with the highest fluxlevel, but at a relatively low $L_{\rm X}$~$\sim$~$3{\times}10^{34}~(d/{\rm6~kpc)}^2\rm{erg}~\rm{s}^{-1}$, and which we fitted with a disc component at atemperature of $\sim 0.17$~keV.~The optical/UV magnitudes obtained from\emph{Swift}--\textsc{UVOT} showed a correlation with X-ray observations,indicating X-ray reprocessing to be the plausible origin of the optical and UVemission.~However, the source was not significantly detected in the radioband.~There are currently a number of models that could explain thismillihertz-frequency X-ray variability; not least of which involves an X-raycomponent to the curious dips that, so far, have only been observed in theoptical.

Millihertz X-ray variability during the 2019 outburst of black hole candidate Swift~J1357.2$-$0933