Briefing Deck
Returns the same data as the Latest Briefing endpoint, structured for direct slide-deck rendering. Use this when building presentation exports or investor-deck integrations.
Endpoint
Authentication
Requires a valid JWT passed via the Authorization header.
Query Parameters
ISO 3166-1 alpha-2 country code (e.g. US, UK).
Response
The response schema is identical to the Latest Briefing response. All fields — weekStart, headline, classification, score, sections, companyExposure, keyDates, generatedAt, narrativeSource, signalSynthesis, consumerOutlook, and signalMomentum — are present and follow the same types and structure.
The key difference is formatting: section narratives are optimised for slide layouts (shorter paragraphs, bullet-point emphasis) rather than long-form reading.
Code Examples
curl -X GET "https://api.consumersignals.io/api/briefing/deck?geography=US" \
-H "Authorization: Bearer <token>"
Example Response
{
"weekStart": "2026-03-30",
"headline": "Discount-seeking intensity eases as spring demand normalises",
"classification": "stabilisation",
"score": 54,
"sections": {
"summary": "Consumer signals showed modest improvement this week...",
"keySignals": "• Discount-seeking search volume: -6% w/w\n• Trade-down basket: stable...",
"historicalContext": "Composite sits 2pts above 52-week average...",
"implications": "Stabilisation supports near-term discretionary exposure...",
"contrarianFlags": "Credit-card delinquency data lags by 4 weeks...",
"companyExposure": "High risk: DG, BBWI, KSS\nDefensive: WMT, COST, PG",
"watchlist": "• WMT earnings 2026-04-10\n• CPI print 2026-04-11",
"keyDates": "• FOMC minutes 2026-04-09\n• CPI 2026-04-11"
},
"companyExposure": {
"highRisk": ["DG", "BBWI", "KSS"],
"defensive": ["WMT", "COST", "PG"]
},
"keyDates": [
{
"date": "2026-04-09",
"event": "FOMC Minutes Release",
"relevance": "Rate-path signal for consumer credit costs",
"type": "macro",
"confirmed": true
}
],
"generatedAt": "2026-03-31T06:00:00Z",
"narrativeSource": "ai+search"
}