This essay explores the history of the 1935-1936 Study of Consumer Purchases, an extraordinary national survey of family incomes and expenditures undertaken by the federal government during the New Deal. Created and administered primarily left-leaning economists, the project was an order of magnitude larger and more complex than any previous expenditure survey and was intended to aid and justify state-led economic planning. Yet it failed to be an effective help to New Deal reformers, proving far more useful to another group: advertisers and market-research professionals. How and what this happened illustrates the tensions embedded in new strategies to exploit the political power of consumption during the 1920s and 1930s while also revealing the ties that bound even statist economic planning to corporate capitalism.