The EPIC community has been wrestling with ways to integrate quantitative and qualitative methods in light of the increasing role that digital data plays in business practices. Some focus on methodological issues (digital data as method), while others point to the consumer value in data products (data as thing in the world). This paper argues that “digital data as method” and “digital data as thing in the world” are becoming increasingly intertwined. We are not merely witnessing ethnographers’ haulting embrace of digital data, but a wider process of the domestication of data, in which we, alongside the people we study, are participants. The domestication of data involves everyday situations in which ordinary people develop their own sense-making methods—methods remarkably similar to ethnographic knowledge production. In this way, the domestication process tightens the connection between data as thing in the world and data as method. I argue that seeing the interconnection gives us the conceptual resources necessary to open up new areas where ethnographers can gain both intellectual and practical footholds in data-rich environments.