The SteamSensor example does not generate timestamps as it just calls SetProperty() by default. In order to generate individual timestamps, you would have to use SetPropertyVTQ() instead.
Here is a KCS article which has more information on this (including some sample code to enable timestamps) - https://support.ptc.com/appserver/cs/view/solution.jsp?n=CS206137&lang=en_US
Note that there's a slight error in the example code in that TS article:
If you follow the example and use vtq.setTime(new DateTime()) that will set the timestamp to January 1, 0001 at 00:00:00.000. You need to use...
vtq.setTime(DateTime.Now); to get the current date and time set against the property update.