In management circles and beyond, companies are rushing to integrate, adapt and exploit big data in their organisations. Following example by Amazon, Netflix, Spotify, Zappos, and Walmart, companies are building big-data solutions to profile customers and to enhance marketing effectiveness via recommendation algorithms seeking to predict what customers are likely to be interested in buying each moment. Business schools, too, are quick to restructure their offering around big data and analytics – it seems as if nothing more is needed. Yet little is said about the kind of understanding and reflexivity that is needed when working with such voluminous data. We believe that important lesson can be learned from ethnographic research, which should be taught to managers obsessed with big data.