I define big data with respect to its size but pay particular attention to the fact that the data I am referring to is urban data, that is, data for cities that are invariably tagged to space and time. I argue that this sort of data are largely being streamed from sensors, and this represents a sea change in the kinds of data that we have about what happens where and when in cities. I describe how the growth of big data is shifting the emphasis from longer term strategic planning to short-term thinking about how cities function and can be managed, although with the possibility that over much longer periods of time, this kind of big data will become a source for information about every time horizon. By way of conclusion, I illustrate the need for new theory and analysis with respect to 6 months of smart travel card data of individual trips on Greater London's public transport systems.