The signal is already public. It just isn't structured.
Prices move on public information.
Getting it into a system that can act on it
is still largely a manual problem. Flare is building the layer that fixes that.
Financial markets generate hundreds of thousands of regulatory disclosures each year — across exchanges, indices, and jurisdictions. All of it unstructured prose. Flare is the classification layer that turns disclosure events into clean, queryable data.
2,000+
LSE-listed companies
18 types
Disclosure classifications
<5min
Latency from RNS publication
18 types
Event classifications
Coverage
Every material disclosure. One structured schema.
Regulatory announcements across equity markets share the same problem: unstructured prose, inconsistent categories, no queryable metadata. Flare resolves this — normalising disclosure events into a single typed schema, anchored to a canonical company record.
FTSE 100
100
Large cap · Full depth
FTSE 250
250
Mid cap · Full depth
FTSE SmallCap + AIM
900+
Growth & small cap · Full depth
INTERNATIONAL
+
Euronext · ASX · SGX
🏢
Company master
2,000+ Listed Entities
Every LSE-listed company mapped to a canonical record: ISIN, ticker, exchange segment, ICB sector, market cap band, index membership. The foundation all events are anchored to.
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📄
Raw disclosures
Unstructured Regulatory Text
~350,000 regulatory announcements per year. Published as unstructured prose with minimal machine-readable metadata. No consistent schema. No queryable structure. This is the problem Flare solves.
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🧠
Classification layer
Structured Event Schema
Each disclosure resolved to a typed event record: event_type, severity, reason_primary, guidance_delta, summary, confidence. 18 classifications. Consistent, versioned, queryable.
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⚡
Your application
REST API + Webhooks
Query by ticker, ISIN, event type, severity, date range, or sector. Receive webhooks on new events in real time. The same data in every response, every time — no parsing required.
Live tracker
UK Profit Warnings
Updating live
Date
Company
Ticker
Event type
Severity
Primary reason
Summary
Source
Loading live events...
Data architecture
A structured data layer on top of regulatory noise
Three interconnected systems — entity resolution, continuous classification, and event enrichment — running in parallel to produce a single queryable record per announcement.
"The Board of Nexus Industrial plc announces that following a review of current trading conditions, and given the ongoing macroeconomic headwinds in the Group's principal markets, revenues for the year to 31 December 2025 are now expected to be materially below current market expectations..."
Entity Resolution
Dedup + Linking
NLP Classify
Confidence Scoring
Schema Enrichment
Company master · 2,000+ records
isinGB00BJ1F4N75
tickerNXT
indexFTSE100
sectorGeneral Retailers
mcap_bandlarge
subsidiaries[ 14 entities ]
name_variants[ 6 aliases ]
Resolved against every event. Handles corporate actions, name changes, delistings.
Structured event data is only useful if it changes a decision. Three examples of how Flare data feeds into real investment workflows.
01 · RNS PUBLISHED
Nexus Industrial plc · NEXS07:02 · 13 Mar 2026
"The Board announces that revenues for the year ending 31 December 2025 are expected to be materially below current market expectations. The deterioration has been driven primarily by a significant slowdown in order intake across the Continental European division in Q4, compounded by ongoing macroeconomic headwinds..."
-- Core warnings table
CREATE TABLE warnings (
id TEXT PRIMARY KEY,
rns_id TEXT UNIQUE,
ticker TEXT,
company TEXT,
isin TEXT,
index_name TEXT,
announced_at DATETIME,
raw_text TEXT,
-- Classification (populated by Claude)is_warning BOOLEAN,
confidence REAL,
severity TEXT,
reason_primary TEXT,
reason_detail TEXT,
classified_at DATETIME,
-- Flagsneeds_review BOOLEAN DEFAULT false
);
Pricing
Simple, transparent tiers
Free tracker for everyone. API access starts at £79/month. No enterprise sales motion required.
Free
£0
forever
Full live tracker, no login
30-day rolling history
All filters and search
Source links to RNS
No API access
Most popular
Developer
£79
per month
Full REST API access
90-day history
500 API calls/day
JSON + CSV export
No webhooks
Professional
£299
per month
Everything in Developer
3-year historical archive
Unlimited API calls
Real-time webhooks
Priority support + SLA
Data
What Flare structures, and how
Coverage, classification architecture, schema definitions, and API reference — everything you need to understand and integrate the data.
Coverage
Every LSE-listed company. Every material disclosure.
Flare monitors all four UK equity market segments. Events from every listed entity anchored to a canonical company record with stable ISIN, ticker, index membership, and sector classification.
FTSE 100
100
Large cap · Full depth
FTSE 250
250
Mid cap · Full depth
FTSE SmallCap + AIM
900+
Growth & small cap · Full depth
International
+
Euronext · ASX · SGX
18 event classifications
profit_warning
guidance_downgrade
trading_update
results_interim
results_full_year
director_buy
director_sell
share_buyback
ma_approach
ma_completion
board_change
agm_result
rights_issue
dividend_change
regulatory_action
contract_win
debt_restructure
other_material
Architecture
Four-layer processing pipeline
From unstructured regulatory prose to typed, queryable event record — four stages, running continuously.
01
Company master
2,000+ canonical entity records. ISIN, ticker, index, sector, market cap band, subsidiaries and name variants. All events anchored here.
Full text parsed across 18 event types. Pass 1: event type and materiality. Pass 2: cause extraction, severity, guidance delta, summary. Confidence scored — low-confidence withheld pending review.
Nested company record. Fields: isin, ticker, name, index, sector, mcap_band.
announced_atdatetime
ISO 8601 timestamp of regulatory publication. UTC.
classified_atdatetime
Timestamp of Flare classification. Typically within 5 minutes of announced_at.
summarystring
One to two sentence plain-language summary of the event, generated alongside classification.
source_urlstring
Direct URL to the original regulatory announcement.
API reference
REST API · v1
Base URL: https://api.flareapi.co.uk/v1 · All responses JSON · Auth via Bearer token
GET/eventsList classified events with filters
// Query parameters ticker string // e.g. NXT, TSCO isin string // e.g. GB00BJ1F4N75 event_type enum // profit_warning | director_buy | ... severity enum // high | medium | low index enum // FTSE100 | FTSE250 | FTSE_SMALLCAP | AIM sector string // ICB sector name from date // ISO 8601 to date limit int // default 20, max 100 cursor string // pagination cursor
GET/events/:idSingle event by ID
// Returns full Event object including summary, source_url, and company record
GET/companiesList companies in the master
index enum // filter by index sector string // filter by ICB sector search string // name or ticker search
Four investment workflows that are materially improved when regulatory events are structured, typed, and available in real time.
Event-driven signals
Signal before consensus forms
A profit warning is a structured event. Severity, cause, guidance delta — all queryable fields. Feed them directly into a position sizing model via webhook, not a morning briefing.
01 · RNS published 07:02
Nexus Industrial · NEXS07:02:00
"revenues for the year ending 31 December 2025 are expected to be materially below current market expectations. The deterioration has been driven primarily by a significant slowdown in order intake across the Continental European division in Q4..."
Without Flare: analyst reads at 07:45, desk acts at open. 43-minute alpha gap closed.
Sector screening
From 14 events to a structural view
Query all profit warnings in a sector over 6 months, grouped by primary cause. The pattern — demand weakness at 64% — isn't visible from individual PDFs. It emerges only when the cause field is structured and queryable.
Query
GET /v1/events ?event_type=profit_warning §or=consumer_discretionary &index=FTSE250 &from=2025-10-01 &severity=high,medium &group_by=reason_primary
Cause breakdown · 14 events
demand_weakness
64%
cost_inflation
21%
macro_headwinds
15%
Demand weakness is systemic across the sector. Structural short view, not individual stock risk.
14 events · Oct 2025 – Mar 2026
CompanyDateSevCauseGuidance
Watches of SwitzerlandFeb 14HIGHdemand_weaknessmat. below
Gym GroupJan 28HIGHcost_inflationbelow
Currys plcJan 09MEDvolume_declinesl. below
Card FactoryDec 18HIGHmacro_headwindsmat. below
+ 10 more events
Portfolio risk
Contagion flags before morning brief
When a holding warns, Flare flags it immediately. When a sector peer shares the same primary cause, that's flagged too — a contagion signal only possible with structured cause extraction.
Portfolio · 12 holdings
TickerIndexSectorWtStatus
NEXSFTSE250Industrial4.2%⚠ WARNING
MXCTFTSE250Industrial3.1%≈ PEER RISK
NXTFTSE100Retail6.8%✓ CLEAR
TSCOFTSE100Food Retail5.5%✓ CLEAR
FEVRFTSE250Beverages2.9%✓ CLEAR
+ 7 more
Risk flags · generated 07:03
CRITICALNEXS · Nexus Industrial
profit_warning · severity HIGH · guidance_delta materially_below. Direct holding at 4.2% portfolio weight.
Review positionCheck stop-lossSource RNS
WATCHMXCT · Maxcut Technologies
Sector peer of NEXS in Industrial Support. Same reason_primary: demand_weakness. Not yet warned — contagion probability elevated based on 6-month sector pattern.
Monitor closelySector exposure: 7.3%
Contagion flag only possible with structured cause extraction — not available from raw RNS text.
Platform enrichment
Embed structured events in your product
If you're building a financial platform — data terminal, research tool, brokerage app — Flare gives you a structured events layer via API without building or maintaining the classification pipeline yourself.
📊
Research & data terminals
Add a structured profit warning and corporate event feed to your terminal. Filter by sector, severity, cause. Queryable by ISIN or ticker. No RNS parsing required.
GET /events?ticker=FEVR&event_type=profit_warning
Filter to high-severity warnings in your coverage universe
Display cause + guidance delta alongside price data
🔔
Brokerage & investment apps
Surface profit warnings to users holding affected stocks. Webhook delivery means the alert reaches your app within minutes of the RNS — before the market opens, not after.
Webhook fires on severity=high within seconds of publication
Push notification: "NEXS issued a profit warning"
In-app event card with cause, summary, source link
🤖
Quantitative & systematic tools
A clean, consistent event schema means you can backtest on historical warnings without rebuilding the classification logic. Query by any combination of cause, severity, sector, or index.
GET /events?from=2023-01-01&event_type=profit_warning
reason_primary as a factor in systematic models
Consistent schema back to launch — no format changes
📰
Media & financial intelligence
Automate monitoring of profit warnings across 2,000+ listed companies. Get structured output — not raw text — that feeds directly into editorial workflows, newsletters, or data products.
Webhook on any FTSE 100 or 250 profit warning
Structured summary field ready for editorial use
Sector aggregation: warnings by industry per quarter