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{"@context":"https://schema.org","@type":"DiscussionForumPosting","headline":"MSFT dividend data has gaps","articleBody":"I downloaded dividend data using the rest API and use them in my application. While debugging the data using Claude Code, it finds the following issue on MSFT dividend data. Could you fix them?\n\n  MSFT pays quarterly (Feb, May, Aug, Nov), but Massive's data for 2017 has only two records instead of four — the May and November ex-dividend dates are\n  missing entirely. Their haf values bundle two quarters of adjustment into each event.\n\n  The consequence for adjust_daily_bars.py: for any price date between 2017-02-14 and 2017-08-14, the next ex-div in our data is 2017-08-15 (haf=0.908207).\n   Yahoo has 2017-05-17 as next, with a haf that's lower by one dividend factor (~0.6%). So our adjusted prices are ~0.57–0.60% too high for that entire\n  window. Same story between Aug and Nov 2017.\n\n  This is a source data gap in Massive — nothing in the pipeline is broken. Everything from 2018 onward is fine.","author":{"url":"https://github.com/fashandge","@type":"Person","name":"fashandge"},"datePublished":"2026-03-04T06:35:38.000Z","interactionStatistic":{"@type":"InteractionCounter","interactionType":"https://schema.org/CommentAction","userInteractionCount":1},"url":"https://github.com/1004/client-python/issues/1004"}