Consumer Panel Data (Nielsen & Chicago Booth)

This dataset is a joint project of The James M. Kilts Center for Marketing at the University of  Chicago Booth School of Business and the Nielsen Company. It characterizes nearly all consumer purchases from a panel of 40,000 to 60,000 households. As they put it: "Each shopping trip contains the date, retail chain code, retail channel, first three digits of store zip code, and total amount spent. For each product purchased, the UPC code, quantity, price, and any deals/coupons are recorded." There is also extensive demographic and geographic data. The dataset is quite large; they suggest a machine with two TB of disk space and 16 GB of RAM. 

http://research.chicagobooth.edu/nielsen/