Is FinancialData about to be deprecated?

A support case with the identification [CASE:4387967] was created.

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FinancialData seems to be losing information.

For example in the documentation it says:

In[1]:= FinancialData["Currencies"]

Out[1]= {"AED", "AFN", "ALL", "AMD", "ANG", "AOA", "ARS", "AUD", 
"AWG", "AZN", "BAM", "BBD", "BDT", "BGN", "BHD", "BIF", "BMD", "BND", 
"BOB", "BRL", "BSD", "BTC", "BTN", "BWP", "BYR", "BZD", "CAD", "CDF", 
"CHF", "CLF", "CLP", "CNH", "CNY", "COP", "CRC", "CUC", "CVE", "CZK", 
"DJF", "DKK", "DOP", "DZD", "EEK", "EGP", "ERN", "ETB", "ETH", "EUR", 
"FJD", "FKP", "GBP", "GEL", "GHS", "GIP", "GMD", "GNF", "GTQ", "GYD", 
"HKD", "HNL", "HRK", "HTG", "HUF", "IDR", "ILS", "INR", "IQD", "IRR", 
"ISK", "JMD", "JOD", "JPY", "KES", "KGS", "KHR", "KMF", "KPW", "KRW", 
"KWD", "KYD", "KZT", "LAK", "LBP", "LKR", "LRD", "LSL", "LTL", "LVL", 
"LYD", "MAD", "MDL", "MGA", "MKD", "MMK", "MNT", "MOP", "MRO", "MUR", 
"MVR", "MWK", "MXN", "MYR", "MZN", "NAD", "NGN", "NIO", "NOK", "NPR", 
"NZD", "OMR", "PAB", "PEN", "PGK", "PHP", "PKR", "PLN", "PYG", "QAR", 
"RON", "RSD", "RUB", "RWF", "SAR", "SBD", "SCR", "SDG", "SEK", "SGD", 
"SHP", "SKK", "SLL", "SOS", "SRD", "STD", "SYP", "SZL", "THB", "TJS", 
"TMT", "TND", "TOP", "TRY", "TTD", "TWD", "TZS", "UAH", "UGX", "USD", 
"UYU", "UZS", "VEF", "VND", "VUV", "WST", "XAF", "XAG", "XAU", "XCD", 
"XDR", "XOF", "XPD", "XPF", "XPT", "YER", "ZAR", "ZMK", "ZMW"}

But if I evaluate it I get:

In[1]:= FinancialData["Currencies"]

Out[1]= {"AED", "ALL", "ARS", "AUD", "AWG", "AZN", "BCH", "BGN", 
"BHD", "BRL", "BTC", "CAD", "CHF", "CNY", "CZK", "DKK", "EEK", "EGP", 
"ETH", "EUR", "GBP", "HKD", "HRK", "HUF", "IDR", "ILS", "INR", "IQD", 
"IRR", "ISK", "JOD", "JPY", "KRW", "KZT", "LTC", "MKD", "MXN", "MYR", 
"NOK", "NZD", "PHP", "PLN", "RON", "RSD", "RUB", "SDR", "SEK", "SGD", 
"SYP", "THB", "TMT", "TRY", "UAH", "USD", "UZS", "XRP", "ZAR"}

In the documentation it says:

In[1]:= Length[FinancialData["Exchanges"]]

Out[1]= 101

But if I evaluate it I get:

In[1]:= Length[FinancialData["Exchanges"]]

Out[1]= 12

What happened to the other exchanges?

Data seems to be shrinking across all classes:

In[1]:= AssociationMap[Length@*FinancialData, FinancialData["Classes"]]

Out[1]= <|"Currencies" -> 57, "Exchanges" -> 12, 
 "ExchangeTradedFunds" -> 8927, "IndexComponents" -> 4, 
 "Indices" -> 0, "MutualFunds" -> 0, "Sectors" -> 144, 
 "Stocks" -> 39028|>

A particular example from documentation. There is a sector "HomeImprovementStores":

In[1]:= FinancialData["HomeImprovementStores", "Members"]

Out[1]= {"BE:C8J", "BE:HDI", "BE:KFI1", "BE:KFI2", "BE:LKU", 
"BE:LWE", "BK:HMPRO", "BK:HMPRO-F", "BK:HMPRO-R", "CL:HD", "DE:HDI", 
"DU:HDI", "DU:KFI1", "DU:LWE", "F:1FD", "F:25F", "F:2TS", "F:73S", 
"F:A8X", "F:HDI", "FI:FSKRS", "F:KFI1", "F:LKU", "F:LWE", "HA:HDI", 
"HA:KFI1", "HM:HDI", "L:KGF", "L:SFE", "L:TPT", "MU:HDI", "MU:KFI1", 
"MU:LWE", "MX:HD", "MX:LOW", "NASDAQ:SSLJ", "NASDAQ:TTS", 
"NEXX:TPT-GB", "NYSE:FND", "NYSE:HD", "NYSE:HVT", "NYSE:HVT-A", 
"NYSE:LL", "NYSE:LOW", "PK:AERO", "PK:CLWY", "PK:FKRAF", "PK:GRSU", 
"PK:HPCRF", "PK:ILUS", "PK:KGFHF", "PK:KGFHY", "PK:NCLTF", 
"SA:HOME34", "SG:2TS", "SG:5HP", "SG:A8X", "SG:HDI", "SG:KFI1", 
"SG:LKU", "SG:LWE", "SW:HD", "TO:TBL", "TSE:9843", "VI:HD", "ZA:CSB"}

But this seems to be completely wiped out:

In[1]:= FinancialData["HomeImprovementStores", "Members"]

Out[1]= Missing["NotAvailable"]

In[2]:= FinancialData["BE:C8J", {"Name", "Sector"}]

Out[2]= {"Cashbuild Ltd", Missing["NotAvailable"]}

Can’t find this sector any more in the list:

FinancialData["Sectors"]

What is going on here?