Us_stock history database mixes class A and class C share data

Technical Help
#1

us_stock daily history has data spliced from different share classes for some sids.

For example, Under Armor has two classes with two symbols and two FIGIs:
UA / FIBBG009DTD8H2 (class C stock)
UAA / FIBBG000BXM6V2 (class A stock)

Class C (UA) was issued (as a dividend) 1-for-1 for each class A share on 2016-04-08. It did not exist prior to that date. However, the us_stock daily history database has 5 data points for that FIGI in 2014:

prices = get_prices("usstock-1d", sids="FIBBG009DTD8H2", end_date="2016-04-12", fields=["Open"])
prices

Sid	FIBBG009DTD8H2    <--- UA (Under Armour class C)
Field	
Date	Open	
2014-09-08	36.0094    <--- class C doesn't exist (likely class A price)
2014-09-10	35.0512    <--- class C doesn't exist (likely class A price)
2014-09-26	34.3859    <--- class C doesn't exist (likely class A price)
2014-10-07	32.9908    <--- class C doesn't exist (likely class A price)
2014-10-16	30.6276    <--- class C doesn't exist (likely class A price)
2016-04-08	41.3167    <--- first day of trading of class C
2016-04-11	43.3324    <--- valid class C price
2016-04-12	40.9593    <--- valid class C price

Those spurious 5 days of data prepended to class C appear to come from class A, which has missing data for those dates (note the price is halved because the class C issue was effectively a 2-for-1 split):

from quantrocket import get_prices
prices = get_prices("usstock-1d", sids="FIBBG000BXM6V2", start_date="2014-09-08", fields=["Open"])
prices

Sid	FIBBG000BXM6V2   <--- UAA (Under Armour class A)
Field	
Date	Open	
                                       <--- No data for 2014-09-08 
2014-09-09	18.6653  
                                       <--- No data for 2014-09-10
2014-09-11	17.9608

Similarly for the other three spurious dates in class C.

#2

Update: The usstock securities master lists the correct start date (usstock_FirstPriceDate) for UA (Under Armour Class C): 2016-04-08. So the spurious data prior to the start date can be ignored by cross-reference to the securities master.

However, this still doesn't resolve the issue of the same data apparently missing from UAA (Under Armour class A), for which the price start date in the securities master is 2007-01-03.

#3

Thank you for the report. This QA fix has been applied and is available if you drop and re-collect the history database. If you have other examples of sids where this happened, please share those as well.