Aspects of the subject matter described herein relate to data collection. In aspects, when data is desired from one or more data sources, a size and/or other data regarding the data is obtained. Then, a data structure is generated that indicates multiple chunks of the data to obtain. Using the data structure and a query template, a query is generated to obtain a chunk of data. The obtained chunk of data is stored in a local store. If more chunks need to be obtained, first a wait for a period is performed before submitting another query for another chunk of data.