Chapter 2 provides a historical and conceptual map for an understanding of big data. It demonstrates how a concern with data has become central to the activities of businesses, cities, governments, think tanks, and social scientific practice itself. The central contention of the chapter is that big data needs to be understood critically. It is not just an accurate statistical reflection of the social world as some data scientists contend, but a key source of social power that, through the technical experts that collect, clean and calculate it, is actively intervening in how social worlds are known, seen and then acted upon. But big data cannot exist on its own; it requires a massive complex of software, code, algorithms and infrastructures for its collection and analysis.