The regional Federal Reserve banks publish manufacturing and services surveys — Empire State, Philadelphia, Richmond, Dallas — throughout the month, and together they lead the national ISM figure that markets actually trade. Each one is a free, scheduled, partial preview of a number that moves prices when it lands weeks later. You build a weighted composite from the regionals as they arrive and trade the national threshold markets before the headline print.
Markets on Polymarket where regional fed survey nowcast is the natural play: