From what I see in the example, the Ally datetime field looks as if it contains a start time and a duration, the 04:00. There is also a "timestamp" field. I haven't checked that in detail, but maybe the timestamp is what you need? Otherwise derive the timestamp from the datetime plus duration. Relevant is the time belonging to the "last" price of the tick.

Negative, it's just the time at which I received the history. Not very useful.

Perhaps this is a silly question, but does this also mean that D1 history would list the day after? As in, the stock market quotes would list Tuesday through Saturday?

More importantly, if a bar had not closed yet, my plugin should not be sharing data about the bar until it closes, correct? That is, the DATE value should never be in the future?

I downloaded D1 data FROM_AV twice, mid-day, and it seems to be updating the bar on the fly.

Today is October 3. Top: before. Bottom: after.

No, in D1 history there is no difference of start and end, since it has no hours. The date of the open is identical to the date of the close. This is considered by Zorro. Otherwise the calculation would be based on a wrong time, since a date literally begins at 00:00 and shifted to UTC you would get a date boundary between open and close.

As long as a bar or day is not yet closed, it must not be used for backtesting. Otherwise you would get invalid results since parameters such as the high-low range or the open-close range would be wrong.

Thank you for the clarification.