The data of a segment will not load in real-time, so after creating a segment, it can take up to 24 hours before you will see the profiles within the segment that match your rules.
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Another reason why the segment stays at 0 is that there might be a rule within the segment causing no profiles to match the targeting. When this is the case, this should be checked. Don't hesitate to contact our support team when you've checked the rules, and the segment still won't fill with data.