documentclass{article}
usepackage{filecontents}
usepackage{datatool}

begin{filecontents*}{A.csv}
date,colA
2016-01-01,1
2016-01-02,4
2016-01-03,2
end{filecontents*}

begin{filecontents*}{B.csv}
date,colB0,colB1,colB2,colB3
2016-01-01,2,b10,b11,b12
2016-01-03,4,b20,b21,b22
end{filecontents*}

begin{filecontents*}{D.csv}
date,colD0,colD1,colD2,colD3
2016-01-01,2,d10,d11,d12
2016-01-03,4,d20,d21,d22
end{filecontents*}


% DTLloaddb{A}{A.csv}
DTLloaddb{B}{B.csv}
DTLloaddb{D}{D.csv}
DTLloaddb{E}{A.csv}

DTLforeach{E}{Date=date}{
    DTLgetvalueforkey{tmp}{colB0}{B}{date}{Date}
    %DTLgetvalueforkey{tmp}{colB1}{B}{date}{Date}
    DTLappendtorow{colB0}{DTLifnull{tmp}{0}{tmp}}
}

begin{document}

DTLsetseparator{,}
DTLsetdelimiter{"}
DTLsavedb{E}{E.csv} % doesn't write if before begin{document}

DTLdisplaydb{E}

end{document}