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Last tested: Sep 21, 2020
One scenario where this can happen is when you have a dimension of type: zipcode. This type is not currently supported in Custom Filters. A workaround is to create a new Dimension of Type: String and reference the zipcode dimension.
Another type that doesn't show up is the day_of_week timeframe of a dimension group. A workaround is to use day_of_week_index instead
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