MSFT dividend data has gaps
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Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 25/100
Research direction
Start by reviewing the issue's MSFT 2017 ex-dividend dates and the behavior of adjust_daily_bars.py around 2017-02-14 through 2017-11-14. Compare the Massive records and haf values with the reported Yahoo dates to determine whether the correction belongs in the source data or client handling. Done means the missing May and November events are represented correctly without regressing the 2018-and-later behavior.
Written by the indexing model from the issue text.
Description
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?
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
missing entirely. Their haf values bundle two quarters of adjustment into each event.
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).
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
window. Same story between Aug and Nov 2017.
This is a source data gap in Massive — nothing in the pipeline is broken. Everything from 2018 onward is fine.
- Dominant language
- Python
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