To better understand the properties of polycrystals at a microscopic scale during cyclic mechanical loading we have measured the relationship between grain orientations, their positions inside the sample and their internal stresses. In this work, in-situ 3DXRD technique was performed on over hundred grains during the stress-induced martensitic transformation in a Cu-Al-Be shape memory alloy. Information about the position, orientation, and stress field was obtained for each austenitic grain. These results have been used to develop a procedure that allows automatic processing for a large number of grains, matching them during loading and leads to a quantitative stress field. A strong heterogeneity of stress state between the grains at the surface and in the volume is evident.