Championship leader Nyck de Vries was third, over half a second down on Latifi, who is currently his closest championship rival.
Artem Markelov makes his return to the F2 series this weekend, as he will race for BWT Arden for the remainder of the 2019 season.
Markelov, who competed at the Monaco round earlier this year for MP Motorsport, ended the session at the bottom of the timesheets.
Bahrain International Circuit - Winter testing
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