This paper describes a new data set available to academic researchers (at the following website: http://mktsci.pubs.informs.org). These data are comprised of store sales and consumer panel data for 30 product categories. The store sales data contain 5 years of product sales, pricing, and promotion data for all items sold in 47 U.S. markets. In two U.S. markets, the store level data are supplemented with panel-level purchase data and cover the entire population of stores. Further information is available regarding store characteristics in these markets. We address several potential applications of these data, as well as the access protocol. © 2008 INFORMS.