Filings & disclosures
Public regulatory documents, structured.
- Filing metadata and form type
- Section and table extraction
- Footnote and risk factor changes
- Segment and geographic breakdowns
- Filing alerting on tracked entities
Public filings, rates and product pricing — not licensed market feeds.
The most valuable financial data is often the least glamorous: a bank's published savings rate on a Tuesday, a fee schedule buried in a PDF, a filing footnote nobody structured. Exchange price feeds are licensed products, and we will tell you that rather than sell you a rights problem.
Free pilot on your own sources, returned in 48 hours. No card, no trial clock — and you keep the sample data either way.
Last verified 5 August 2026 by the Actowiz Solutions Data Engineering team.
Financial data scraping is the automated collection of financial information that institutions and companies publish publicly: regulatory filings, annual and interim reports, published rate tables, retail product pricing and terms, fee schedules, fund documentation and corporate disclosures.
This category requires more precision about boundaries than most, because financial data includes some of the most heavily licensed content that exists.
The recurring theme: this data is public but unstructured, often locked in PDFs, and changes without announcement. That is a collection and extraction problem, not a licensing one — which is exactly where a managed service adds value.
Rate and product monitoring is the largest use case; filings extraction is the most technically demanding.
Public regulatory documents, structured.
Published rates with structure preserved.
Published borrowing costs and conditions.
The detail that determines real cost.
Published documentation, extracted.
Public corporate information.
A managed engagement, not a tool licence. We own the pipeline and everything that breaks in it.
Every engagement delivers a documented schema. These are core fields across product and filings collection; the full dictionary runs to 140+.
| Field | Type | What it captures | Refresh |
|---|---|---|---|
institution / institution_id |
string | Institution as published and a stable identifier for longitudinal joins | Every run |
product_type / product_name |
enum / string | Normalised product category and the institution's own product name | Daily |
headline_rate_pct / rate_basis |
decimal / enum | Advertised rate and its stated basis such as AER or APY, never blended | Daily |
tiers |
array | Full tier structure with balance thresholds, since a headline rate often applies to one tier | Daily |
intro_period_months / reverts_to_pct |
int / decimal | Introductory structure and the rate it reverts to, which determines real cost | Daily |
fees |
object | Fee schedule extracted from terms documents, keyed by fee type | Weekly |
terms_source |
string | Reference to the document and page a figure was extracted from, so it is auditable | Every run |
effective_from / observed_at |
date / timestamp | Stated effective date where published, plus our capture timestamp | Every run |
filing_id / form_type / filed_at |
string / enum | Filing identity, form type and filing timestamp for disclosure collection | Near real time |
segments_extracted |
int | Count of structured segment tables extracted from a filing | Per filing |
risk_factor_changes |
int | Detected changes in risk factor language versus the prior comparable filing | Per filing |
Every extracted figure carries a terms_source reference to the document and page. In financial data, a number without provenance is not usable for anything that gets reviewed, and most of this work does get reviewed.
Coverage is built to your institution list or entity watchlist. Rate and product monitoring is intensely national.
Public announcement portals are collected where the announcements are published for public access. Licensed exchange price feeds, real-time quotes and licensed index data remain out of scope regardless of use case. Request a source we don't list →
We deliver into 40+ countries. These are the markets where this particular service is requested most, and the reason demand concentrates there.
| Market | Why demand concentrates here |
|---|---|
| United States | Deep public filing infrastructure through EDGAR plus a large retail banking market, making both filings extraction and rate monitoring viable at scale. |
| United Kingdom | Excellent public registers and dense retail banking competition with heavy rate movement, which drives daily monitoring demand. |
| Germany, Netherlands & Nordics | Strong disclosure regimes and competitive deposit markets, widely used for supervisory and product benchmarking work. |
| United Arab Emirates, Saudi Arabia & India | Fast-growing retail banking and fintech sectors where structured competitive product data barely exists yet. |
We run production collection across 40+ countries. Coverage depth varies by market and by source, so we confirm what is actually available for your specific markets during scoping rather than claiming uniform global coverage. Ask about a market we don't list →
Investment analysts and bank product teams dominate; regulators and researchers are a growing share.
Competitor rate and fee changes happen quietly, and manual monitoring across dozens of institutions is always behind.
Daily competitor rate collection with full tier structure, intro and revert rates and fee schedules extracted from terms documents.
Deposit book growth
Public filings contain the detail that moves theses, but the useful parts sit in PDF tables and footnotes nobody structures.
Near real time filing alerting with segment tables and risk factor changes extracted and traceable to source pages.
Signal lead time
Your product depends on current, comprehensive product data across institutions, and maintaining that collection is not your differentiator.
A maintained product and rate feed with tier structures and terms extraction, delivered on schedule with change detection.
Data freshness SLA
Competitive pricing and market condition assessment needs published rate evidence at fine granularity.
Longitudinal rate panels by product, term and risk band, with effective dates so pricing timelines are reconstructable.
Pricing accuracy
Assessing market pricing behaviour requires harmonised published rate data across institutions and time.
Harmonised rate and product term datasets with source references per figure, suitable for supervisory analysis.
Analysis coverage
Financial research needs reproducible, source-traceable data rather than a vendor extract of unknown method.
Documented collection with per-figure source references and stated methodology, reproducible and auditable.
Reproducibility
Four patterns, with the outcome each is judged on.
Published rates are collected daily across your competitor set with full tier structure, intro periods and revert rates captured, plus fee schedules extracted from terms PDFs with page references.
Outcome: Rate positioning decisions made on current competitor structures rather than on headline rates alone.
Filings on tracked entities are detected near real time, with segment tables extracted and risk factor language compared against the prior comparable filing to surface changes.
Outcome: Material disclosure changes surfaced within minutes rather than found on a later read.
Terms documents are versioned and compared, so quiet changes to fees, conditions or eligibility are detected as events with the specific clause identified.
Outcome: Competitor terms changes caught when they happen instead of during a periodic review.
Rates are collected with effective dates and stated basis preserved, building harmonised panels by product and institution that support pricing behaviour analysis over time.
Outcome: Market pricing behaviour analysable across institutions on a consistent basis.
Clients rarely permit naming. These are real engagement shapes with identifying detail removed, so you can judge whether the work resembles your situation.
The product team monitored competitor headline savings rates manually, without tier thresholds, intro periods or revert rates, so positioning decisions rested on one number of five.
Daily collection with full tier arrays, intro and revert structures, stated rate basis preserved and fee schedules extracted from terms PDFs with page references.
Positioning analysis moved onto the structures customers actually experience rather than advertised headlines.
Analysts read filings on a watchlist by hand, so segment table changes and risk factor rewording were caught unevenly and often late.
Near real time filing alerting with segment tables extracted and risk factor language diffed against the prior comparable filing, traceable to source pages.
Disclosure changes surfaced within minutes and consistently across the whole watchlist.
Examples are anonymised at client request. Named references are available on request under NDA. See published case studies →
Before you commit to anything, we run this service against your own sources and send you the output. If the coverage isn't there, the sample will show you that too — which is the point. We would rather lose the deal at the pilot than at month three.
Same collection pipeline and same QA underneath. The difference is who holds the schedule and how the data reaches you.
We own the collection, the QA and the delivery. You receive clean data on a schedule and never touch a scraper.
Best fit: Teams who need the data, not the infrastructure.
The same collection pipeline exposed as an authenticated REST endpoint your systems query directly.
Best fit: Product and engineering teams building on live data.
A defined pull for a specific question — market sizing, diligence, a pitch, a one-off audit.
Best fit: Research, strategy and diligence work with a deadline.
Every engagement is quoted individually, because the honest answer depends on your scope: how many sources, how many records, how often, and how the data reaches you. We scope it with you, run a free pilot on your own sources, and then quote a fixed monthly figure — no per-request metering and no overage billing when volumes move. Request a quote and you will have a number after one call.
PDF terms extraction with page-level traceability is where in-house attempts in this category usually stop.
| Consideration | In-house scraping team | Generic proxy / DIY tool | Actowiz managed feed |
|---|---|---|---|
| Time to first usable data | 6–12 weeks of engineering before anything is trustworthy | Days, but output needs manual cleanup before use | Free pilot in 48 hours, production in 5–10 business days |
| Who fixes it when a source changes | Your engineers, at the cost of their roadmap | You do — tools report failures, they don't resolve them | We do, same business day, inside the retainer |
| Data quality assurance | Whatever your team has time to build | None beyond HTTP success | Schema validation plus sampled human QA on every run |
| Compliance documentation | Rarely produced, then requested urgently by legal | Not provided; terms risk sits with you | Sources, method and lawful basis documented for review |
| Accountability | Distributed across a team with other priorities | A support ticket queue | A named engineer and an account owner |
| True annual cost | Engineer salaries, proxies, hosting, ongoing maintenance | Low licence fee plus significant hidden analyst time | One fixed monthly retainer, quoted after scoping |
Rate monitoring looks like the simplest possible scraping task: read the number off the page. It is one of the easiest places to produce a dataset that is confidently wrong.
Tiers are captured as an array with thresholds, intro period and revert rate are separate fields, the stated basis is recorded rather than normalised away, and fee schedules are extracted from terms documents and attached. Eligibility conditions are captured where published.
We deliberately do not compute a single "effective rate", because the correct figure depends on balance, holding period and eligibility — assumptions only you can make. Delivering components means you can model your own scenarios; delivering one blended number bakes in our assumptions permanently.
We turn down financial data requests regularly, and it is worth explaining the reasoning rather than simply declining, because the reasoning protects you.
We go deep on what is genuinely public and genuinely undersupplied: filings and disclosure extraction from PDFs with page-level traceability, tiered rate structures nobody maintains longitudinally, terms and fee documents that change without announcement, and fund documentation. If you need licensed market data, the route is a licence from the exchange or a licensed vendor, and we will say so rather than quote for it.
For entity-level news and announcement monitoring alongside this, see our news data service, which shares the same entity resolution layer.
Institution list or entity watchlist is scoped first, with any licensed-data requests identified and ruled out before contracting.
You send us target sites, regions, SKUs or keywords. We return a field-level schema proposal, coverage estimate and refresh recommendation — usually within two working days.
We extract a real sample from your actual targets so you can inspect field fill rates, edge cases and match quality before any commitment.
Our engineers build extractors, then wire validation rules: type checks, range checks, duplicate detection and golden-record comparison against a manually verified subset.
Feeds run at your chosen cadence and land in the warehouse or bucket you already use. Schema changes are versioned and announced before they ship.
We watch coverage drift, fill rates and source changes daily. A named engineer owns your account, and layout breaks are fixed by us — not queued for you.
JSON, JSONL, CSV, Parquet or XLSX, delivered to Amazon S3, Google Cloud Storage, Azure Blob, SFTP, Snowflake, BigQuery, Databricks or a REST/GraphQL endpoint. Webhooks fire on completion, and every batch ships with a manifest containing row counts, schema version and QA results so your pipeline can fail loudly instead of silently ingesting a bad file.
We collect only publicly published financial information: regulatory filings, public registers, published rate tables, retail product pages and public terms documents. Licensed exchange market data, licensed index data, credit ratings, consensus estimates and any terminal or subscription content are excluded by design. Every extracted figure carries a source reference for audit.
These are contractual, not marketing copy. They appear in the engagement document.
| Commitment | What we hold ourselves to |
|---|---|
| Pilot turnaround | A real sample from your own sources within 48 hours of scoping, at no cost. |
| Go-live | Production collection running within 5–10 business days of sign-off. |
| Delivery punctuality | 99.5% on-schedule delivery, measured monthly and reported to you. |
| Breakage response | Source layout changes triaged same business day; critical sources inside 4 hours. |
| Data quality | Schema validation on every run plus sampled human QA before any delivery leaves us. |
| Escalation | A named engineer and an account owner, not a shared ticket queue. |
| Change requests | Field additions and source changes handled inside the retainer, not re-quoted. |
| Exit | Your historical data exported in full on request. No lock-in, no export fee. |
Plain definitions of the terms used on this page, so procurement and legal reviewers are working from the same vocabulary as your data team.
What analysts, product teams and compliance reviewers ask during evaluation.
No. Real-time and delayed quotes, trade data and order book information are licensed exchange products, and extraction is not a legitimate route to them. Licensed index data, credit ratings and consensus estimates are equally out of scope.
This is not us being cautious for its own sake. Financial firms face routine data licensing audits, exchanges enforce market data rights actively, and a product built on unlicensed feeds breaks with no remedy when access is cut. If you need market data, the route is a licence from the exchange or a licensed vendor.
Everything that is genuinely public and, in practice, mostly unstructured: regulatory filings and disclosures including tables and footnotes in PDFs, published deposit and lending rates with full tier structure, retail product terms and fee schedules, fund factsheets and KIIDs, and corporate announcements on company sites.
The recurring pattern is that this data is public but locked in documents and changes without announcement. That makes it a collection and extraction problem rather than a licensing one, which is exactly where a managed service earns its cost.
Yes, and it is the most technically demanding part of this
service. Our extraction rate on terms documents is around 94%,
with every extracted figure carrying a
terms_source reference to the document and page.
That traceability is not a nicety in financial data. Figures in this category get reviewed — by compliance, by auditors, by clients — and a number without provenance is unusable in that context. Where extraction confidence is low we flag the figure rather than delivering it silently.
Because a headline rate usually applies to one tier and often to a minority of balances. A 4.10% headline with 2.05% below a threshold, reverting to 1.85% after twelve months, is three numbers pretending to be one.
We capture tiers as an array with thresholds, keep intro period and revert rate as separate fields, and record the stated basis — AER, gross, APY — rather than normalising it away. We deliberately do not compute a single effective rate, because the right figure depends on balance and holding period assumptions that belong to you.
Near real time on a tracked entity watchlist, typically within minutes of publication on the relevant regulatory portal. Alerting includes form type and filing metadata immediately, with structured extraction following shortly after.
Speed depends on the portal rather than on us. Some regulators publish in near real time; others batch. We tell you the realistic latency per jurisdiction during scoping rather than quoting a single figure that only applies to the fastest source.
Yes. Risk factor sections and other narrative disclosure are compared against the prior comparable filing, and changes are surfaced with the specific passages identified.
Analysts consistently find this among the more valuable outputs, since a quietly reworded risk factor often precedes a disclosed problem. We report changes rather than interpreting them — whether a rewording is material is a judgement that belongs to your analyst, not to our pipeline.
Regulatory portals publish filings specifically for public access, and several provide bulk access or APIs which we use in preference to page collection where available. Where a portal has stated rate limits or access conditions, we respect them.
This is one of the more comfortable areas in web collection, since the publication purpose is public disclosure. We still document methodology per portal and make a DPA available before signature, because your compliance function will ask and it is easier to have the document ready.
Published product documentation, terms and fee structures, yes. Actual quoted premiums are usually not publicly available, because they require submitting personal details to a quote engine — and we do not submit fabricated personal data to obtain quotes.
That is a real limitation and worth being clear about. Some vendors do generate synthetic quote requests; we consider that both a terms problem and a data quality problem, since fabricated inputs produce quotes for people who do not exist. What we can supply is the published product structure that governs how premiums are built.
We quote individually. The drivers are institution or entity count, how much of the data sits in PDF documents requiring extraction, refresh frequency, and whether you need near real time filing alerting.
PDF-heavy scopes cost more than page-based collection because extraction with page-level traceability is labour-intensive. A focused competitor rate panel refreshed daily sits at the lighter end; multi-jurisdiction filings extraction with near real time alerting sits higher. One scoping call, a free pilot on your own institution list within 48 hours, then a fixed monthly quote. Request a quote.
Send us competitor institutions or an entity watchlist. We return structured rates with tier detail, or filings with extracted tables, within 48 hours.
Free pilot, no card, no obligation. If part of your scope needs licensed data, we'll tell you upfront.Our web scraping expertise is relied on by 4,000+ global enterprises including Zomato, Tata Consumer, Subway, and Expedia — helping them turn web data into growth.
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