Evidence-based policy requires high-quality data. Fortunately, we are living through a data revolution, which is opening up new opportunities for better quality data to feed into the policymaking process. There is an increasingly diverse range of data to help inform policy. Data from censuses and population registers, as well as from surveys, biomarkers, digital trace data and genetic data can help us triangulate and deepen our understanding of populations. However, when there is such a vast amount of data available, there is a danger that we end up drowning in numbers.