MGM Data issue

Based on the information provided in the extracts, it seems like you are using the HasFundamentalData property in your Coarse Selection Function to filter out stocks. This property checks if the stock has fundamental data available. However, it does not differentiate between different classes of the same stock symbol.

If you want to specifically exclude foreign classes of a stock, you might need to implement additional checks in your Coarse Selection Function. Unfortunately, the extracts provided do not contain specific information on how to achieve this.

Here is an example of a Coarse Selection Function from the extracts:

def CoarseSelectionFunction(self, coarse: List[CoarseFundamental]) -> List[Symbol]:
    selected_symbols = [x.Symbol 
    for x in sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)[:3]]

    history = self.History(selected_symbols, 10, Resolution.Daily)

    return selected_symbols

In this example, the function sorts the stocks by dollar volume and selects the top 3. You might need to add additional conditions to this function to exclude foreign classes of a stock.

For more detailed guidance, you might want to refer to the QuantConnect documentation or ask for help in the QuantConnect forum.