What does the phrase "The horse has left the barn" mean?
I'm asking this question because I was watching the live testimony of Acting Director of National Intelligence Joseph Maguire before a congressional committee and he said this phrase at the end of the meeting. When asked by the chairman of the committee should the investigation on Donald Trump be conducted he replied:
"The horse has left the barn. You have all of the information. You have the whistleblower complaint. You have the letter from the ICIG. You have the Office of Legal Counsel opinion and you have the transcript from the president".
I tried to look this up, but it doesn't seem that this is an established idiom. In my opinion, the phrase can mean that it's too late to ask whether one should conduct the investigation because too many documents have been made public.
I'd be thankful for a few examples that'd help me to understand the meaning of this phrase (or idiom).