SQL Server 2019

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select convert(datetime, '2016-01-01 00:00:00') as datetime, 367.264768 as value
    into mytable union all
    select convert(datetime, '2016-01-06 12:30:00') as datetime, 739.806763 as value union all -- INCLUDE THIS
    select convert(datetime, '2018-01-01 03:00:00') as datetime, 412.968613 as value union all
    select convert(datetime, '2018-01-01 03:30:00') as datetime, 150.606804 as value union all
    select convert(datetime, '2018-01-01 04:00:00') as datetime, 79.2220456 as value union all
    select convert(datetime, '2018-01-01 04:30:00') as datetime, 648.702222 as value union all
    select convert(datetime, '2018-01-01 09:00:00') as datetime, 75.4193136 as value union all
    select convert(datetime, '2018-01-01 09:30:00') as datetime, 923.943581 as value union all
    select convert(datetime, '2018-01-01 10:00:00') as datetime, 342.911600 as value union all
    select convert(datetime, '2018-02-01 02:00:00') as datetime, 776.485519 as value union all -- INCLUDE THIS
    select convert(datetime, '2021-08-04 02:30:00') as datetime, 206.206693 as value union all
    select convert(datetime, '2022-02-01 03:00:00') as datetime, 852.987473 as value union all
    select convert(datetime, '2022-02-01 03:30:00') as datetime, 586.081820 as value union all
    select convert(datetime, '2022-02-01 04:00:00') as datetime, 363.539461 as value union all
    select convert(datetime, '2023-02-01 04:30:00') as datetime, 874.307323 as value

15 rows affected

datetime	value	PREV_DATETIME	NEXT_DATETIME
2016-01-06 12:30:00.000	739.8067630	2016-01-01 00:00:00.000	2018-01-01 03:00:00.000
2018-01-01 03:00:00.000	412.9686130	2016-01-06 12:30:00.000	2018-01-01 03:30:00.000
2018-01-01 03:30:00.000	150.6068040	2018-01-01 03:00:00.000	2018-01-01 04:00:00.000
2018-01-01 04:00:00.000	79.2220456	2018-01-01 03:30:00.000	2018-01-01 04:30:00.000
2018-01-01 04:30:00.000	648.7022220	2018-01-01 04:00:00.000	2018-01-01 09:00:00.000
2018-01-01 09:00:00.000	75.4193136	2018-01-01 04:30:00.000	2018-01-01 09:30:00.000
2018-01-01 09:30:00.000	923.9435810	2018-01-01 09:00:00.000	2018-01-01 10:00:00.000
2018-01-01 10:00:00.000	342.9116000	2018-01-01 09:30:00.000	2018-02-01 02:00:00.000
2018-02-01 02:00:00.000	776.4855190	2018-01-01 10:00:00.000	2021-08-04 02:30:00.000