Comment by Galanwe

This kind data modelling happens all the time in quantitative finance, where you need to run historical scenarios (backtests).

We just call that "point in time" (PiT) data. There can be multiple dimensions of timestamping, but you often end up with:

- published date: when was this information publicly available

- received date: when was this information actually received in our systems

- effective date: when does this information starts applying