Smith Barney was absorbed by Morgan Stanley and the combined company MSSB changed the statement formats, downloads, etc.
So, since the merger, my downloads now tell me there are a lot of "missing stock splits" in my accounts going back years which it asks me to accept. But, I know these are already in Quicken or accounted for, possibly on slightly different dates and my account balances are correct. So I do not accept letting Quicken add these "missing splits" but every time I do another download there they are again!
How to best handle this problem?
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If the splits in Quicken have different dates than the real-world splits, I believe you could get the "missing stock splits" message. Changing the Quicken transaction dates to match the real-world dates should fix that.
I don't know how you handled the financial institution change in Quicken, but if you are downloading to an account that does not contain the stock split transaction (because you recorded the stock split in some other Quicken account ... with the correct split date), you could try entering the stock split transaction in the account you are downloading to (in addition to the account where it is currently recorded). If the additional stock split transaction is for the same security, same split ratio and same transaction date; I do not believe it will affect share balances (it didn't in my test) ... but it might allow Quicken to determine that you do have the appropriate split recorded, when Quicken is processing the download.