The U.S. Bureau of Labor Statistics accidentally released critical inflation data for April 30 minutes early on Wednesday.

Yet, in a twist fit for a financial thriller, the sleeping investors failed to capitalize on this advance peek, missing out on what could have been a golden opportunity to gain from trading.

On a day when microseconds can mean huge returns, the early availability of Consumer Price Index (CPI) figures should have set off a frenzy of buying and selling.

The CPI data, meticulously watched by traders, highly influences global asset prices and Federal Reserve policy. Under normal circumstances, these figures...