City secured a replay with the Lions, and a place in Monday's fourth round draw, by playing out an exciting 3-3 draw at The Den this Saturday.
The draw ensured Parkinson's men would get another crack at the Londoners after taking them all the way at the weekend.
At stake for City in the replay is the chance to put the club in the fourth round stage for the first time since 2000 when the Bantams were a Premier League side.
Should City defeat Millwall in the replay, it will also be the first time since the 1975/76 season that the Bantams have qualified through three separate ties to make it to the fourth round.
Parkinson said: "The opportunity to test ourselves against a Championship side again is what we are all looking forward to.
"We've beaten Leeds United already this season and we've shown now that we can match Millwall on our day.
"We now have to show that Saturday wasn't a one-off and that wasn't just the team raising their game. We have to go again.
"We are in the fourth round draw now, which was our minimum aim going into the weekend, and now we want to try and get into that stage of the competition outright.
"We haven't been in the fourth round since 2000 and I believe it is 1976 since we lasted earned our place there by winning three games. Those were nice little targets for us to try and achieve on Saturday - we wanted to make a little bit of history for the club.
"We now have the opportunity a week on Wednesday to still do that and we'll be ready."
THE F.A CUP FOURTH ROUND DRAW WILL TAKE PLACE THIS MONDAY EVENING. COVERAGE BEGINS LIVE ON BBC ONE FROM 7:30PM.
City will share ball number 19 with Millwall in the draw.