Financial Services web data

Alternative data you can backtest. Captured as it happened, never restated.

Import.io collects point-in-time data from company sites, job pages, filings, registries, sanctions lists and pricing sources. Investment, lending and risk teams receive timestamped, entity-mapped records through an API or managed feed.

Signal panel · point-in-timeas-of timestamps · entity-mapped · sample
38signals in the panel
2,410entities mapped to securities
0restated values
09:30ET delivery, daily
SignalEntityTickerValueΔ WoWAs of (UTC)
Open job postingsKestrel LogisticsKSTL1,284+8.2%09:30:04
Active SKUs onlineHalden HomeHLDN41,902+1.1%09:30:11
Avg. discount depthNorthmoor RetailNMRT18.4%+3.1 pt09:30:19
Store locator countBrightwater FoodsBWTR612+409:30:22
Hotel ADR, key metrosHarbor HospitalityHRBR$289−2.4%09:30:27
10-Q filedKestrel LogisticsKSTL38 tables parsednew09:31:02
live events
PITevery value timestamped at capture and never overwritten
212pages and 38 tables parsed from one 10-K
500B+data points processed a month
2012in production since

Investors and risk teams already on it.

Production examples from organisations using Import.io today and in recent years.

since 2019

A top-10 US bank and a global credit-ratings group

Joined Import.io through its 2019 acquisition of Connotate.

managed service

A global investment bank

Has run managed web data feeds for its research teams.

platform

A specialist risk and data analytics firm

Runs the web data behind its risk models on Import.io.

The edge moved from having data to trusting it.

Web data is only an edge if it survives compliance and a backtest. That means every value timestamped at capture, never overwritten, mapped to the right entity and security, with a collection method you can document. Import.io delivers web signals the way a quant, a credit committee and a compliance officer all need them.

Every fund can buy web data now. What separates a signal from a liability is whether it was collected the way it claims: values stamped when they were seen, a stable panel that doesn’t quietly lose the companies that failed, identifiers that map cleanly to securities, and a methodology your compliance team can sign.

We capture point-in-time by default, keep every version, document every source, and map entities to tickers and legal identifiers. Backfill comes from our own captures, not from today’s page pretending to be last year’s.

who uses it
  • Quant and fundamental research
  • Data strategy and sourcing
  • Credit, lending and underwriting
  • KYB, AML and risk
  • Insurance and actuarial

What financial services teams do with it.

Six programs we run most often in this industry.

Consumer and pricing signals

Price indices, discount depth, assortment and stock-outs by company, as leading indicators of revenue and margin.

nowcasting

Labour-market signals

Job postings by company, role, location and salary band, deduplicated across boards and careers pages.

hiring

Filings beyond XBRL

Tables and text from 10-Ks, 10-Qs, prospectuses and registry filings, with page and table citations.

filings

KYB, sanctions and registries

Company registries, officers and sanctions lists, monitored for changes that matter to onboarding and exposure.

risk

Real estate and construction

Listings, price cuts and building permits as supply and demand signals by metro.

property

News and event monitoring

Company events, store openings and closures, recalls and management changes as structured events.

events

The data, field by field.

fieldtypeexample
entity_idstrkestrel-logistics
ticker / figistrKSTL / BBG000…
signalstropen_job_postings
valuenum1284
unitstrpostings
perioddate2026-09-25
as_ofts2026-09-25T13:30:04Z
source_urlurlcareers page
method_versionstrv3.2
content_hashstrsha256:9f2c…
where it comes from
  • Company websites, careers pages and store locators
  • Retailer and marketplace product pages
  • Regulatory filings and company registries
  • Sanctions and enforcement lists
  • Listing portals and permit databases
  • News sites and press releases
maintained datasets

The hard parts, handled.

What breaks when this is done with scripts, and how Import.io handles it.

01

Point-in-time integrity

Values are versioned at capture and never overwritten, so backtests see only what was knowable on each date.

02

Stable panels

Coverage is fixed and changes are logged, so failed companies don’t silently disappear and bias the history.

03

Entity mapping

Brands, subsidiaries and domains are resolved to legal entities and securities, with the mapping itself versioned.

04

Due-diligence ready

Source lists, collection methods, personal-data handling and data processing terms are documented for your vendor review.

Three ways to get it.

Same capture engine underneath each one.

data scope

Programs collect publicly available information only. Collection methods, sources, personal-data handling and data processing terms are documented for vendor due diligence, and every value carries its source URL and capture time.

Financial Services questions.

Straight answers.

Is the data point-in-time?

Yes. Every value is stamped when it was captured and kept as a version, so history reflects what was knowable on each date, not today’s restated page.

How far back does history go?

History starts from our first capture of each source. We don’t reconstruct history from current pages; where a customer needs earlier history, we say what exists and where it came from.

Can you map signals to tickers?

Yes. Companies, brands and domains are resolved to legal entities and security identifiers, and the mapping is versioned alongside the data.

Can you support our compliance due diligence?

Yes. We document sources, collection methods, rate-aware collection, personal-data handling and data processing terms, and answer vendor questionnaires.

How is data delivered?

To Snowflake, BigQuery, Databricks, S3 or SFTP on a fixed schedule, typically before the market open, with a manifest on every delivery.

Tell us the sources.
We’ll show you the data.