Digital research data is often advanced as a trouble-free concept and used to describe the material of research at all stages in a research process. However frequently such framing lacks understanding of the roles of disciplinary and organisational cultures, and of what the various practices, including those of funding policy and university administration, involved in shaping what research data are and can do and when. In this paper we explore data and the making of data during the construction of two big science facilities in Sweden, the European Spallation Source (ESS) and MAX IV. Specifically we focus on the necessary infrastructure for dealing with various aspects of research data management (RDM). We transform the question "What are data?" into "When are data?" and highlight how research data are also shaped by their entanglement across different support services and professional practices aiding, preceding and succeeding the work of the researcher. This brings into relief how the making of data relates to the making possible of data and that making possible occurs by setting up and planning for production, storage, and use of research data. Paying attention to temporal aspects in the construction of research data allows us to show some ways in which the meaning of data is contingent to when they are approached, to the possibilities of support infrastructures and their various materialities and to strategic roles data are assigned. This paper draws on a study carried out in 2014 and 2015. The material used was compiled in interviews and document studies.