Cuts to research and in particular to social research periodically provoke petitions and warnings by the main international scientific associations. What are the consequences and challenges posed by the reduction in resources available for research purposes? Can big data can be an answer, a solution, a way to access information in a cost-effective way? Or may they increase the gap between rich and poor universities and the levels of inequality between researchers? Is it a way to finally lay the foundations of the information and knowledge society, glimpsed in recent decades, or will the growing importance of big data in research be accompanied by problems still not entirely clear? The main task of this work is to clarify the way we access data today. We sociologists were used to getting our information by asking, observing, and so on. Nowadays, we are facing a new type of gatekeeper, a private gatekeeper who has no connection with the distribution of information and who can determine access to data based on the type of research questions. Further, we have to consider the resources at the disposal of social research today. Big data are often discussed as if theiy possessed theinnate property of being free of charge, and seldom do we hear of their costs or about the funding necessary to get the information or to launch a new database. This last point will concern one of the most important resources at our disposal: the ability to think up (good) questions and the importance of being able to rely on a theoretical system. Theories are still important even in the time of big data.