I written one python script to consume api giving the historical filing. I have used basic authentication for that purpose.
Is there any advantage to use OAth? Oath seems like complex to deal with.
These are common technologies not specific to companies house. You can do a quick google search and get a lot of resources on these two topics.
If this is just some script you are running it probably doesn’t matter. Also the nature of a Companies House API key make it a low severity risk. What would happen if someone else got hold of your API key? Probably not the end of the world.
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If I’m not mistaken, OAuth is especially for endpoints you can write to, like updating info for you company or on behalf of someone else. For the readonly endpoints, API Keys are probably just as fine.