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Daily Signal API

Daily Signal API

A REST API that returns the March 2026 UK Companies House iXBRL stream as structured JSON, re-aggregated daily, ratio-extracted, and benchmarked against the SIC peer set. Plug it in and stop refreshing dashboards.

Don’t just look at the data, plug it in

Most UK corporate-data products end at “Active” or “Dissolved.” Ours doesn’t. The Daily Signal API returns Real-Time Margin Shift, allowing your systems to flag the 0.86% margin collapse in Manchester before your competitors see it. Same for the £10.2M turnover threshold, the staff-cost cliff, the falling current ratio, every one of the 41 named stability checks.

Most APIs tell you what a company was. Ours tells you what it is this morning, including the year-on-year margin shift the bureaus won’t surface for another quarter.

The endpoint is REST, the payload is JSON, and the latency from Companies House submission to signal is roughly 34 minutes. That’s first place.

What the API actually returns

For every active UK company we expose three families of fields, each refreshed daily:

  • Identity — company number, registered office cluster grade (Headquarters / Co-working / Mailbox), SIC code, last filing reference.
  • Financials — turnover, operating profit, staff costs, headcount, current ratio, debt-to-equity, plus the real-time margin shift vs the previous filing period.
  • Signals — every stability check that fires for the entity, with provenance back to the originating iXBRL filing reference.

Each call cites the originating Companies House filing reference, so compliance and audit teams can verify any field end-to-end.

Daily Re-aggregation

The numbers behind every API call are recomputed every business day at 04:00 GMT against the live UK iXBRL population. That means:

  • Peer-set medians shift as the population shifts. When a new £10.2M-crossing filing lands, the SIC peer-set distribution moves, and so does the percentile your watchlist company sits at.
  • Trends are measured against today, not last quarter. Margin shift, current-ratio decay and staff-cost ratios are all computed against a rolling trailing-twelve-month window, never a stale snapshot.
  • Signal flags fire same-day. If a watched entity files at 14:00, the next 04:00 GMT pass will have it scored. Webhook subscribers see the event the moment the filing is parsed, typically within 4 minutes.

This is what most bureaus mean when they say “real-time.” This is what we mean.

Direct CRM Integration

The API ships with first-class connectors for the systems your revenue and procurement teams already live in:

  • Salesforce — managed package available via AppExchange. Drops the Archive Partner Signal panel onto any Account record. No Apex required.
  • HubSpot — webhook-driven enrichment. Auto-populates the Pulse signal field on every UK Company record on filing-event triggers.
  • Microsoft Dynamics 365 — REST connector with full field-mapping templates for the CFO, Procurement and Treasury data models.
  • Generic webhook — for everything else. Pick any event family (threshold crossings, margin shifts, director resignations, GDPR grade drops) and we’ll fire the moment one of your watched entities trips it.

A single API key drives every connector. A single Pulse signal drives every workflow.

Real-Time Margin Shift

The flagship event family. We compute year-on-year operating-margin movement at the filing level, then expose the delta as a signed percentage on every API response. Three reasons it matters:

  1. It’s not a credit score. It’s a clean, signed delta you can put into a quant factor, a procurement scoring rule, or a Slack alert without further transformation.
  2. It moves before the bureau models do. The bureaus refresh quarterly. We refresh daily. The window between is where alpha lives, and where the Manchester sample’s compression first surfaced this cycle.
  3. It’s traceable. Every margin shift cites the underlying iXBRL operating-profit and turnover tags. If your compliance team asks how the number was derived, we can show them.

The Transparency Index™

Not all UK data is created equal. While London (85% Transparency) offers clear visibility into 2026 margins, our data shows a sharp shift in regions like Birmingham (12% Transparency), where abridged filings under FRS 105 are the norm and full Profit & Loss tags are simply absent from the iXBRL stream.

The Archive Partners API automatically detects Data Opacity at the entity level and switches its scoring engine to analyse Cash-to-Debt Ratios and Asset Liquidity, ensuring you never make a decision based on a Null value.

How the Index is computed

For every UK company we expose a per-entity Transparency Score on every API response, alongside the regional aggregate:

  • transparency_score (0–100) — derived from the share of the standard 41-check signal taxonomy that has full iXBRL tag coverage on the company’s most recent filing.
  • transparency_grade — A through F band, mapped from the score.
  • scoring_mode — either profit_first (full P&L visibility, standard model) or liquidity_first (Section 444 abridged filer, balance-sheet model active).
  • opacity_drivers — array naming which iXBRL tags are missing (e.g. Turnover, OperatingProfitLoss, StaffCosts).

Regional aggregates are exposed alongside, so a London-registered firm and a Birmingham-registered firm in the same SIC peer set carry honest, comparable scores rather than false equivalence.

Why “Liquidity-First” matters

When the Profit & Loss layer is missing, most credit and risk products either return Null or quietly substitute a sector average. We do neither. The API switches to a Liquidity-First scoring engine that derives a proxy stability score from the disclosures that are present in every UK filing, even abridged ones:

  • Cash-to-Debt Ratio — cash-at-bank against total liabilities, taken from the balance sheet which all UK filers (including FRS 105 abridged) must publish.
  • Asset Liquidity — current assets / total assets, with the working-capital trend computed on a year-on-year basis.
  • Net Working Capital position — current assets less current liabilities, against the SIC peer-set distribution for matched FRS 105 filers (so we benchmark against the right comparable, not against full-disclosure firms).
  • Filing-cadence reliability — late-filing history, audit-firm continuity, charge filings, all available on the public register regardless of disclosure regime.

The result is a single proxy stability score that is genuinely comparable to the profit-first score for transparent regions. The user of the API never sees a Null; they see either profit_first: 0.84 or liquidity_first: 0.71 with the basis attached.

What this means for high-end users

Three concrete consequences for desks running M&A, vendor-risk or alt-data workflows against the UK private-company register:

  • No regional black holes. Birmingham is not invisible just because its FRS 105 mix is high, you get a proxy stability score you can act on, with the methodology disclosed on every row.
  • No silent average substitution. When a sector-average shim is used by a bureau model, you typically don’t know. Our scoring_mode field is explicit. Compliance and audit teams can defend the number end-to-end.
  • No false equivalence between regions. A 23.31% London margin and a “12% Transparency” Birmingham null are not the same datum. The Index makes the difference machine-readable so your downstream models can weight the two correctly.

Subscribers running quarterly procurement or M&A reviews against UK regional samples should treat the Transparency Index as a top-of-funnel filter, not to exclude opaque regions, but to route them through the right scoring engine.

Sample response

A representative GET on a London company, returned as JSON:

{
  "company_number": "12345678",
  "company_name": "Apex Holdings (UK) Ltd",
  "registered_office": {
    "address_line_1": "1 King William Street",
    "locality": "London",
    "postcode": "EC4N 7AF",
    "cluster_grade": "Headquarters",
    "cluster_size": 1
  },
  "filing": {
    "filing_reference": "CH-2026-03-18-7821",
    "period_end": "2026-03-18",
    "format": "iXBRL",
    "regime": "FRS 102",
    "parsed_at": "2026-03-18T14:23:11Z"
  },
  "metrics": {
    "turnover_gbp": 9600000,
    "operating_profit_gbp": 2237760,
    "operating_margin": 0.2331,
    "real_time_margin_shift_yoy": 0.018,
    "staff_costs_gbp": 1248000,
    "average_headcount": 41,
    "current_ratio": 2.14
  },
  "peer_set": {
    "sic_code": "62012",
    "sic_description": "Business and domestic software development",
    "margin_percentile": 88,
    "regional_benchmark_city": "London",
    "regional_benchmark_margin": 0.2331
  },
  "transparency": {
    "score": 92,
    "grade": "A",
    "regional_grade": "A (London, 85% transparency)",
    "scoring_mode": "profit_first",
    "opacity_drivers": []
  },
  "signals": [
    {
      "name": "Margin Stable",
      "tone": "pos",
      "delta_yoy_pct": 1.8,
      "filing_reference": "CH-2026-03-18-7821"
    },
    {
      "name": "Top 5% margin in SIC peer set",
      "tone": "pos",
      "filing_reference": "CH-2026-03-18-7821"
    }
  ]
}

Same call against a Manchester comparable in the current sample would return a real_time_margin_shift_yoy close to zero and a Margin Compression signal in the signals array. Same payload schema, opposite direction.

Limits and caps

  • Sandbox tier: 5-day trial, capped at 10 entities.
  • Core: Capped at 2,500 watchlist entities, daily JSON delivery + webhooks.
  • Enterprise: Unlimited watchlist, peer-set benchmarking, GDPR & 2026-transparency grading.
  • Partner: Custom: raw 24-hour pulse dump, sub-5-minute latency, dedicated infrastructure.

Every tier includes the same JSON schema and the same Companies House filing-reference provenance. The only thing that changes is volume and SLA.

Get on the Pulse

Stop reading the data. Start trading on it.

Sandbox keys, 5-day trial, full historical replay. Wire the API in alongside your bureau feed and watch the latency gap close in real time.