Data dumps/Dump frequency
To be really sure how often your dump runs, please check the puppet repo.
Xml/Sql dumps edit
These dumps of content and metadata from Wikimedia wikis are produced twice a month. The first run, starting on the 1st of each month, is the 'full' run, containing information about all historical revisions. The second dump, starting on the 20th of the month, is the 'partial' run, which contains information only about current revisions.
Wikidata entities edit
These are dumped once a week, with the run beginning on Sunday.
The rest edit
Short urls, content translation dumps, Cirrus search indexes and most everything else is dumped on a weekly basis. Check the dates in the filenames to see what day of the week the run starts; they are spread out for better use of server resources.
Changes in categories are dumped once a day. Adds/changes dumps, providing xml-formatted information about new revisions, are also dumped once a day, and a list of media titles and of page titles per project is also dumped once a day.