Possible historical Security Master/data-continuity issue: HPK → PNKZV, February 2000

Could you investigate whether the historical ticker mapping or price continuation is incomplete for this security?

• Environment: QuantConnect Cloud, FREE account, C#, project 37179539 (“Retrospective Apricot Hyena”).
• Engine/build: LEAN 2.5.0.0.18145, build 71cbec-53605a.
• Reproduction backtest: b0d7b6cc2d1c6402ac1317d6720165f0, executed 1 October 2026.
• Window: 1 January–1 March 2000, New York time; daily raw prices, precise daily closes, fill-forward disabled.
• Historical SID: HPK R735QTJ8XC9X.
• Universe observation on 1 January 2000: ticker HPK; company-name field supplied by the fundamental feed: Pinnacle Entertainment Inc.

The algorithm subscribes by returning the original historical fundamental-universe Symbol, preserving its SID. It observes:

2000-02-22 16:00:00  HPK R735QTJ8XC9X  raw close=17.5000
2000-02-23 16:00:00  HPK R735QTJ8XC9X  raw close=17.2500
2000-02-24 00:00:00  SymbolChangedEvent:
                    SID=HPK R735QTJ8XC9X, old=HPK, new=PNKZV

No subsequent bars appear through 1 March. Separate raw/adjusted history requests for this historical identity also stop on 23 February, leaving the subsequent month-end endpoint unavailable.

In a separate diagnostic, AddEquity("HPK", ...) resolves to HPK XHA4S0P5OPK5, a different identity. It therefore cannot repair continuity for the historical security. That run is f25d3581348f112c438f6ccc3167e5a0, engine 2.5.0.0.18145, build 9fd956-d7f249.

Pinnacle’s 2001 annual report states that its NYSE common stock traded as Hollywood Park, Inc. / HPK before 28 February 2000, and identifies the subsequent name/ticker as Pinnacle Entertainment, Inc. / PNK. See printed page 52, “Market Information”. This differs from the observed 24 February mapping to PNKZV.

Expected: If this represents a ticker rename rather than a terminal security event, the same permanent security identity should provide the appropriate subsequent prices.

Actual: Both history and an ordinary subscription using the original historical universe Symbol cease providing prices after 23 February, despite the ticker-change event.

Could you clarify the PNKZV mapping, its effective date, and the supported way to obtain the correct continuation for this SID? We have not manually joined another identity or filled the missing prices.

Minimal reproduction

This is shortened from the executed diagnostic; the shortened version has not been separately rerun.

using System;
using System.Collections.Generic;
using QuantConnect;
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Data.Fundamental;

namespace QuantConnect.Algorithm.CSharp
{
    public class HistoricalTickerContinuity : QCAlgorithm
    {
        private Symbol _historical;

        public override void Initialize()
        {
            SetStartDate(2000, 1, 1);
            SetEndDate(2000, 3, 1);
            SetTimeZone(TimeZones.NewYork);
            SetCash(100000);
            SetBenchmark(_ => 1m);

            Settings.DailyPreciseEndTime = true;
            UniverseSettings.Resolution = Resolution.Daily;
            UniverseSettings.Asynchronous = false;
            UniverseSettings.FillForward = false;
            UniverseSettings.DataNormalizationMode =
                DataNormalizationMode.Raw;

            AddUniverse((IEnumerable<Fundamental> data) =>
            {
                foreach (var f in data)
                {
                    if (_historical != null || f.Symbol.Value != "HPK")
                        continue;

                    _historical = f.Symbol;
                    Debug($"Selected {Time:O}: {_historical.ID}; " +
                          $"ticker={_historical.Value}; " +
                          $"name={f.CompanyReference.StandardName}");
                }

                return _historical == null
                    ? Array.Empty<Symbol>()
                    : new[] { _historical };
            });
        }

        public override void OnData(Slice data)
        {
            foreach (var change in data.SymbolChangedEvents)
                Debug($"Rename {Time:O}: {change.Key.ID}; " +
                      $"{change.Value.OldSymbol} -> " +
                      $"{change.Value.NewSymbol}");

            if (_historical != null &&
                Time.Date >= new DateTime(2000, 2, 22) &&
                data.Bars.TryGetValue(_historical, out var bar))
                Debug($"Bar {bar.EndTime:O}: {bar.Symbol.ID}; " +
                      $"ticker={bar.Symbol.Value}; close={bar.Close}");
        }

        public override void OnEndOfAlgorithm()
            => Debug($"Completed {Time:O}");
    }
}

For the separate ticker-resolution comparison, the following call in Initialize() produced the different SID noted above:

var byTicker = AddEquity("HPK", Resolution.Daily,
    fillForward: false,
    dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
Debug($"Ticker resolution: {byTicker.ID}");