Despite the widespread and rapidly growing popularity of Big Data, researchers have yet to agree on what the concept entails, what tools are still needed to best interrogate these data, whether or not Big Data's emergence represents a new academic field or simply a set of tools, and how much confidence we can place on results derived from Big Data. Despite these ambiguities, most would agree that Big Data and the methods for analyzing it represent a remarkable potential for advancing social science knowledge. In my Presidential address to the Southern Demographic Association, I argue that demographers have long collected and analyzed Big Data in a small way, by parsing out the points of information that we can manipulate with familiar models and restricting analyses to what typical computing systems can handle or restricted-access data disseminators will allow. In order to better interrogate the data we already have, we need to change the culture of demography to treat demographic microdata as Big. This includes shaping the definition of Big Data, changing how we conceptualize models, and re-evaluating how we silo confidential data.