The social sciences are in the midst of a revolution in access to data, as governments and private companies have accumulated vast digital records of rapidly multiplying aspects of our lives and made those records available to researchers. The accessibility and comprehensiveness of the data are unprecedented. How will the data revolution affect the study of social inequality? I argue that the speed, breadth, and low cost with which large-scale data can be acquired promise a dramatic transformation in the questions we can answer, but this promise can be undercut by size-induced blindness, the tendency to ignore important limitations amidst a source with billions of data points. The likely consequences for what we know about the social world remain unclear.