The emergence of big data offers not only a potential boon for social scientific inquiry, but also raises distinct epistemological issues for this new area of research. Drawing on interviews conducted with researchers at the forefront of big data research, we offer insight into questions of causal versus correlational research, the use of inductive methods, and the utility of theory in the big data age. While our interviewees acknowledge challenges posed by the emergence of big data approaches, they reassert the importance of fundamental tenets of social science research such as establishing causality and drawing on existing theory. They also discussed more pragmatic issues, such as collaboration between researchers from different fields, and the utility of mixed methods. We conclude by putting the themes emerging from our interviews into the broader context of the role of data in social scientific inquiry, and draw lessons about the future role of big data in research.