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MSFT dividend data has gaps #1004
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.
Activity
fashandge commentedon Mar 4, 2026
I debugged further to find more tickers likely with quarterly dividends but missing dividends events for some quarters in the downloaded dividends data using rest API:
ticker ex_date gap combined_ratio typical_combined_ratio ratio
-----------------------------------------------------------------
TG 2020-12-21 186 0.703913 0.992918 0.7089
SPQ 2024-12-23 181 0.862442 0.993475 0.8681
CRDE 2022-08-15 182 0.880000 1.000000 0.8800
CSR 2018-12-31 200 0.890625 0.987485 0.9019
FTGC 2022-12-15 174 0.905180 0.992239 0.9123
TNL 2018-06-14 202 0.902844 0.987850 0.9139
ADX 2019-11-22 190 0.923513 0.996313 0.9269
CWPS 2023-01-12 182 0.932581 1.000000 0.9326
TFC 2019-08-13 182 0.923209 0.986799 0.9356
SPUU 2017-06-20 182 0.934067 0.996133 0.9377
FDLS 2024-12-16 174 0.941926 0.997680 0.9441
LFVN 2023-09-07 191 0.941940 0.994506 0.9471
FAAR 2022-12-15 174 0.943116 0.992174 0.9506
RTX 2019-11-14 182 0.944148 0.992612 0.9512
BRZU 2021-12-21 182 0.946297 0.993694 0.9523
MYLD 2025-03-20 181 0.950500 0.993460 0.9568
PEO 2019-11-22 190 0.952366 0.993365 0.9587
BVERS 2022-09-21 182 0.959677 1.000000 0.9597
PGJ 2024-06-24 189 0.957687 0.997041 0.9605
BKNIY 2024-12-03 155 0.960770 1.000000 0.9608
TTT 2024-12-23 180 0.956103 0.994886 0.9610
DVYE 2024-12-17 189 0.948727 0.986719 0.9615
ADVE 2024-12-18 175 0.957634 0.994404 0.9630
FRO 2023-03-15 181 0.940749 0.975931 0.9639
CMTOY 2023-04-06 182 0.965568 1.000000 0.9656
VIASP 2024-03-28 182 0.966135 1.000000 0.9661
CWPS 2022-04-13 181 0.966833 1.000000 0.9668
HEQT 2022-12-27 183 0.965354 0.996650 0.9686
NXTI 2024-12-23 181 0.968119 0.998125 0.9699
Explanation of columns:
gap: the number of days to the previous dividend event. If it's > 90 days, then it's missing dividend events for some quarters.
--- the following columns are for reference and debugging
ratio: calculated based on historical_adjustment_factor, today's factor / next event's factor
combined ratio: if there are multiple dividend events on the same day, we multiply those ratios