Very nice.
Yes, its a 3.7" Heavy AA projectile dated 1939. HE filled with TNT, fitted with a No. 199 time fuze.
Some of the markings are G 11 1.2 (Gaine No. 11 Mark 1, No. 2), and 8029, being the drawing number for the filling method.
Not shown, but will also have written on it "EXPR C.E." for Exploder CE (a pellet of Composition Exploding to ignite the gaine), together with the filling station monogram.
These are very hard to obtain and rare to find with original markings.
I am currently restoring a similar projectile.
Cases are obtainable for these and turn up from time-to-time.
Cheers,
Graeme