Data from market research firms are increasingly being used by social science researchers. These data provide potentially useful information, including detailed nutritional information and well measured prices, and their panel structure is appealing as it permits researchers to control for unobservable time-invariant household characteristics and model dynamic aspects of household behaviour. Research at IFS has developing these data, and researchers from IFS, Oxford, LSE and Toulouse are using the data to study a range of issues relating to consumer behaviour, prices and nutrition.