In this article, we argue that big data can offer new opportunities and roles for educational researchers. In the traditional model of evidence-gathering and interpretation in education, researchers are independent observers, who pre-emptively create instruments of measurement, and insert these into the educational process in specialized times and places (a pre-test or post-test, a survey, an interview, a focus group). The "big data" approach is to collect data through practice-integrated research. If a record is kept of everything that happens, then it is possible analyze what happened, "ex post facto." Data collection is embedded. It is on-the-fly and ever-present. With the relevant analysis and presentation software, the data is readable in the form of data reports, analytics dashboards and visualizations. We explore the methodological consequences of these developments for research methods.