With the advent of ‘Big Data’, that is, the online availability of large volumes of electronic data characterising all aspects of social life, new avenues of research have opened up both with its promises and caveats. Working with ‘Big Data’ requires a new research mindset in terms of obtaining data and analysing them. This methodology case study uses the example of an ongoing research project looking into high-level corruption in public procurement in Central and Eastern Europe. This project collects hundreds of thousands of official procurement announcements available online, such as contract award announcements. As there is no readily available database of public procurement announcements in any of the Central and Eastern European countries, it uses computer algorithms to download announcement texts from which then useful information, ‘variables’ are extracted. The so developed new database sheds novel light on the process of corruption in public procurement and allows for testing well-established theories of corruption.