Employee lived and worked in different states, how do you show company wages only in state worked?

Good day,

We have an employee that changed companies and states within a payroll year. The State file is showing wages and company for the employee that does not pertain to that state, how do we remove the wages and company for the non-state company? Do we do this by the data selection on the table conversion or is there setup somewhere else that this is done?

i.e. employee 1 worked at company A in state Z January through May, then worked company B in state Y May through Dec. Company A is showing in state Y file.

Or is this the correct way the file should be?