Features with publication delays
Question
A macroeconomic series is dated to month-end but released two weeks later. When can that value enter a trading feature?
Short answer
It can enter only after its actual release timestamp, including any operational ingestion delay. Align observations by availability time rather than the economic period they describe. Use the historically released vintage when later revisions exist. Joining on month-end labels can silently grant access before publication. Intraday decisions also require consistent time zones and a clear cutoff convention.
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