FINANCE & ALT-DATA SCRAPING

Web signals,
before the print.

// THE SHORT ANSWER

Financial and alternative data scraping turns observable web signals — pricing, discount depth, stock-outs, assortment, hiring velocity, review growth — into point-in-time, backtest-safe panels mapped to tickers. iWeb Data Scraping serves hedge funds, PE/VC and equity research with data that's public by construction (no MNPI), PII-free, and delivered on your rebalance schedule, so you observe company performance weeks before it prints.

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Key facts

  • Data point: Price & discount depth
  • Data point: Stock-out rates
  • Data point: Assortment breadth
  • Data point: Hiring velocity

Consumer companies disclose quarterly; their websites disclose continuously. Discounting deepens, stock-outs rise, hiring accelerates — all observable online, weeks before the numbers print. Alternative data scraping reads these signals systematically, with the point-in-time discipline investing requires.

We build ticker-mapped panels combining pricing, availability, assortment, hiring and news signals, powering alternative data and alt-data services. One fund gained a six-week signal lead on covered names.

THE POINT

One vertical, every platform that matters in it — matched into a single feed your team actually uses.

DATA POINTS WE EXTRACT

Leading indicators, ticker-mapped.

Price & discount depth
Stock-out rates
Assortment breadth
Hiring velocity
Review growth & sentiment
Store/coverage expansion
Promo cadence
Web traffic proxies
Point-in-time timestamps
Ticker mapping
Sector aggregates
Backtest-ready history
SEE THE DATA FIRST

What you'll actually receive.

Real sample structure from this feed. Your free 48-hour sample comes in your category, in this shape — CSV, JSON or straight to your warehouse.

Alt-data feed — web signals mapped to tickers, point-in-time.
observation_date ticker signal value source_type
2026-07-01 EXMPL avg_discount_pct 18.4 e-commerce
2026-07-01 EXMPL stockout_rate 6.1 quick-commerce
2026-07-01 EXMPL hiring_velocity +12% job-postings
2026-07-01 RIVL avg_discount_pct 9.7 e-commerce
↑ Sample structure — illustrative values. Your data reflects your platforms and category. Get this for your data →
WHO USES THIS

Built for the person
who owns the number.

HEDGE FUND

Margin pressure, early

Discount depth and stock-outs on covered tickers — the six-week lead engagement.

PE / VC

Diligence from outside

Pricing, assortment and hiring trajectory on private and public targets.

EQUITY RESEARCH

Systematized channel checks

Measured availability and pricing across banners, weekly, instead of anecdote.

RELATED:Alternative Data →Job Postings Data →News Data Feeds →
FAQ

Before the first call.

Price and discount depth, stock-out rates, assortment breadth, hiring velocity, review growth and sentiment, store/coverage expansion, promo cadence and web-traffic proxies — combined into ticker-mapped, point-in-time panels for backtestable investment signals on consumer names.

Yes — the data is public by construction (visible to any website visitor), so it contains no MNPI, and panels are PII-free by design. We provide written methodology for compliance review, and engagements run under NDA with clear representations about collection methods.

Point-in-time discipline: each record is timestamped as observed and never restated, so historical files reflect exactly what was knowable on each date — avoiding the lookahead bias that backfilled or 'cleaned' history introduces. We document a no-restatement policy.

Yes — the same signals (pricing, assortment, reviews, hiring, expansion) are observable for private consumer businesses, making these panels a standard diligence tool for PE/VC alongside listed-name coverage for public-market funds.

Get a free sample dataset in 48 hours.