The dataset

424,069 observations from 11 keyless public sources. Every observation carries four timestamps: when it happened, when it was publishedPublished time When a number became knowable to anyone. Different from when it happened (event time) and when the desk fetched it (ingested time). Futures closes publish at the session close; NOAA observed degree days about 30 hours after the day. glossary, when the desk ingested it, and its revisionRevision A later version of the same data point. The old print stays; the new one is knowable only from the moment it arrived. Reads as of an earlier date still see the old print. glossary number. Every read filters on the published time, so a test as ofAs-of (point in time) Reading the data as it looked on a given date: only observations published by then, and the version that was current then. Backtests that read today's cleaned data are reading the future. glossary a date sees only what was knowable then, which is how look-aheadLook-ahead bias Using information that was not available at the time. A close stamped at midnight is 'known' 17 hours before the market closed; a seasonal average that includes next year leaks the future. Every read here filters on the time a number was published. glossary is made impossible rather than discouraged. A changed print becomes a new revision; the old one stays.