Measuring the degree of consciousness an organism possesses has remained a longstanding challenge in Neuroscience. In part, this is due to the difficulty of finding the appropriate mathematical tools for describing such a subjective phenomenon. Current methods relate the level of consciousness to the complexity of neural activity, i.e., using the information contained in a stream of recorded signals they can tell whether the subject might be awake, asleep, or anaesthetised. Usually, the signals stemming from a complex system are correlated in time; the behaviour of the future depends on the patterns in the neural activity of the past. However these past-future relationships remain either hidden to, or not taken into account in the current measures of consciousness. These past-future correlations are likely to contain more information and thus can reveal a richer understanding about the behaviour of complex systems like a brain. Our work employs the "epsilon-machines” framework to account for the time correlations in neural recordings. In a nutshell, epsilon-machines reveal how much of the past neural activity is needed in order to accurately predict how the activity in the future will behave, and this is summarised in a single number called "statistical complexity". If a lot of past neural activity is required to predict the future behaviour, then can we say that the brain was more “awake" at the time of recording? Furthermore, if we read the recordings in reverse, does the difference between forward and reverse-time statistical complexity allow us to quantify the level of time asymmetry in the brain? Neuroscience predicts that there should be a degree of time asymmetry in the brain. However, this has never been measured. To test this, we used neural recordings measured from the brains of fruit flies and inferred the epsilon-machines. We found that the nature of the past and future correlations of neural activity in the brain, drastically changes depending on whether the fly was awake or anaesthetised. Not only does our study find that wakeful and anaesthetised fly brains are distinguished by how statistically complex they are, but that the amount of correlations in wakeful fly brains was much more sensitive to whether the neural recordings were read forward vs. backwards in time, compared to anaesthetised brains. In other words, wakeful fly brains were more complex, and time asymmetric than anaesthetised ones.