Data make many promises. Through data, we can access opinions, feelings, behaviours, people, in real time, at great volume and at great speed. Tracking data is the holy grail. Data have the potential to transform all aspects of society, making all of its operations more efficient. Big data represent opportunities for social researchers to enhance understanding of human behaviour. The numbers speak for themselves. But what is the cost of the data delirium (van Zoonen)? What kind of power is enacted when data are employed by governments and security agencies to monitor populations or by private corporations to accumulate knowledge about consumers in an increasingly ‘knowing capitalism’ (Thrift)? Because contemporary forms of data mining and analytics open up the potential for new, unaccountable and opaque forms of population management in a growing range of social realms, questions urgently need to be asked not only about who gets access to data and whose privacy is invaded, but also about control, discrimination, and social sorting – about data power. We also need to ask about the possibility of agency in the face of data power, of social groups sidestepping the dominating interests of big business and big government in our increasingly big-data-driven world.