I have an Azure Automation job that calls the AAD Reports API daily to retrieve the previous day's events. From the results I'm seeing, it appears that the filter is a day off.
Take this request for example - the filter is looking for a date range that is 1 day + 30 seconds (2015-12-08 23:51:33 - 2015-12-09 23:53:09). But I only get back data between 2015-12-09 23:51:33 and 2015-12-09 23:53:09.
https://graph.windows.net/mydirectory.onmicrosoft.com/reports/auditEvents/?api-version=beta&$filter=eventTime%20gt%202015-12-08T23%3A51%3A33.2363993Z%20and%20eventTime%20lt%202015-12-09T23%3A52%3A09.4466158Z