Public organisations collect, supervise and keep track of extremely varied and extensive types of data. Modern technologies and better-organised civil lives have greatly facilitated the collection and custody of these data with a minute granularity and a scale previously unknown. This allows for a much more detailed and sound knowledge of economies and societies. Action should be taken to use these data for a better, easier and more cost-effective evaluation of policies while safeguarding confidentiality of data. At a moment of increasing attention to the efficacy of public spending, it is more important than ever to be able to learn what effects policy measures have on citizens’ lives and societies.