Back in 2000, I worked briefly (less than a year) for a firm backed by some big money who had the idea they could predict commodity market prices (gold, wheat, soybeans, pork bellies, oil)--they were looking for a seven-second advantage--by tracking what people were doing online.
My experience is that you don't really need a huge sample, you just have to know where to look and what to ask.
Some very smart people were involved. Makes we wonder what Google does with all of its data and all of its money...hmmmmm... It is totally legal.