I pulled the bulk, quarterly download, and while checking the data noticed that the revenue totals for MSFT are correct, but the quarters are wrong. For example (screen shot below), in the extract, Q2-2019 shows a revenue of $32.47 billion, but MacroTrends
says this value should be $33.717B. They list the $32.47B as the total for Q4 2018. This is consistent with other sources I've consulted and consistent across all revenue values for MSFT.
This trend seems to hold for other values as well such as EBIT.
I checked a few other symbols, and it just seems like this is a MSFT issue.
Here were my download settings: