The Saxpics article on Conn "Transitional" horns (
http://www.saxpics.com/conn/transitional.htm) states that
it is almost universally thought that lacquer was not introduced until the 6M "Naked Lady" models, starting around s/n 260xxx (1934). It seems to have been a common practice to get old bare-brass horns lacquered in the 1930's to protect the finish, but this was not original -- it may have been done by Conn themselves, but it's aftermarket.
Gayle Fredenburgh does believe that Conn started to test the use of lacquer on their horns at the end of the 1920s - but nothing she says suggests that this was being provided as a commercial option for a finish so early on:
From what I have learned Conn was developing lacquer in 1927 and 28. The earliest original lacquered Conn I have seen dates to 1929. Its serial was 227k. I'm about 90% certain that it came from the factory with the lacquer finish. It is also possible that it came from the factory in bare brass and later was sent back to Conn for a finish. I've also seen a 14M in the later 235k range that I am certain was original. You won't see original lacquer appearing with any regularity until the serial #s in the 250k range. Often in these 250k horns there was no extra engraving. Conn would only stamp their name and location on these early lacqered horns much like they used to do on their brass horns.
I have a 1932 Transitional tenor, with old nitro-cellulose lacquer and no engraving. Using the principle of Ockham's razor, I have always believed it to be one of these early Transitional bare-brass instruments which was lacquered after-market in the mid-1930s. (However, with its 251xxx serial number, it's possible that its lacquer
is original.)
From their introduction in 1934-35, the Conn "Artist" models (often called, imprecisely, "Naked Lady") always had lacquer as an option (even the main option) for their finish, replacing bare brass as an option. Older options retained by Conn included silver and gold plating. Nickel plating seems to have continued for a short time only as a very rare option, before being phased out.
As for this 1933 bari you speak of, Charles, it is unlikely to have been lacquered at manufacture by Conn, given the rarity of those examples cited by Gayle. On the other hand, it may well have been lacquered after-market in the 1930s by Conn, with the good old nitro-cellulose lacquer. If it is one of these, I defy anyone to spot a difference between this finish and that of a mid-to-late 1930s horn which was lacquered by Conn at the time of production.