Reviews of official statistics for UK housing have noted that developments have not kept pace with real-world change, particularly the rapid growth of private renting. This paper examines the potential value of big data in this context. We report on the construction of a dataset from the on-line adverts of one national lettings agency, describing the content of the dataset and efforts to validate it against external sources. Focussing on one urban area, we illustrate how the dataset can shed new light on local changes. Lastly, we discuss the issues involved in making more routine use of this kind of data.