Add documentation about data collectors late collect

Author: l-vo

profiler/data_collector.rst

@@ -79,6 +79,10 @@ request::
     :doc:`/testing/profiling`) so it's recommended to return a string which is
     short, lowercase and without white spaces.
 
+Note that the data collect is triggered belatedly during the :ref:`kernel.response` event. If you need to collect data that is only available
+later, you should implement :class:`Symfony\\Component\\HttpKernel\\DataCollector\\LateDataCollectorInterface` and its :method:`Symfony\\Component\\HttpKernel\\DataCollector\\LateDataCollectorInterface::lateCollect` method which is invoked just before
+the profiler data serialization (during :ref:`kernel.terminate` phase).
+
 .. _data_collector_tag:
 
 Enabling Custom Data Collectors