The "Collecting Data" message appears when there isn't a number to be shown. This could be because the audience has no data yet, or it could be that the reporting UI just hasn't updated since receiving the data.
With real-time audiences created in the Audience Library interface, there will be a ~30 min delay from the initial creation until the rules are pushed to the edge network. After this point, visitors can start to qualify for your audience.
Unfortunately, the reporting interface in Audience Library only updates once a day (early morning PST). This means your real-time audience can show "collecting data" for up to 24 hours depending on when it was created. This does not mean your audience updates only once a day, it's simply the reporting UI that isn't updated in real-time.
Keep in mind, we're assuming that the audience has qualified visitors. If visitors aren't actively qualifying for your real-time audience, it will show collecting data until it's been successful pushed to the edge network and it receives it's first qualified visitor.
10:00am PST - The real-time audience is created
~10:30am PST - The real-time audience has finished propagating to Adobe's edge network
11:00am PST - A user comes to the website and meets the conditions for my real-time audience
*** I can action on that visitor immediately**
11:01am PST - The same user visits another page on my website where a Target activity conditional on that audience is triggered and the desired experience is shown
~7:00am PST - The Audience Library UI is updated and I show an audience size of 1
Ensure that 45 min has passed since creation or the last modification of the audience
In a private/incognito browser window, run through the steps to qualify for the audience while verifying the Analytics beacons contain the required values
Next, either wait until the reporting UI is updated the following morning or create a Target activity that is targeted at this real-time audience and trigger that activity
If the UI still shows "collecting data" or if the target activity isn't being triggered, contact Customer Care and ensure you have server-side forwarding enabled for the tracking servers being used in your implementation