As the field of International Relations has become increasingly quantitative, one way that graduate students can set themselves apart is by constructing original datasets on previously neglected topics. Yet, graduate programs provide little training in this respect. This case study gives an account of my effort to pursue such a project, with the goal of sharing practical tips and lessons learned. During 2008–2012, I completed a doctoral dissertation on U.S. military basing abroad. The centerpiece of this project was an original, comprehensive dataset on U.S. basing negotiations and agreements during 1939–1971. I constructed this dataset from more than 25,000 primary documents from the U.S. State Department, most of which were archival records. The State Department archives represented an incredibly rich but largely untapped resource for International Relations students interested in doing cutting-edge quantitative research using original, fine-grained data. This case study will help such students better understand the promise and the pitfalls of pursuing this type of project. Success requires mastering two practical problems: time management and information overload. These can be handled with careful planning, tactical flexibility, creative framing, and perseverance.