Allergic to milk?

Everytime I try feeding she cry and crys all day (colic-y) and doesn't sleep at all. The other day I fed her at 4:30 a.m. and she didn't stop crying or go to bed (for more than 15/20 min at a time)- until 2:00 in the afternoon!!) has anyone ever had this happen?? I tried several different days so it is nothing I am eating. Thx for your help :)