Collecting accurate, reliable information on illegal markets is no straightforward task. In this issue of the Risk Bulletin, we seek to explain how the GI-TOC has developed methods - working with networks of people who use drugs - to collect up-to-date information on retail drug prices and the shifting dynamics of drug markets. Information on drug prices has real-world impact: in at least three countries in East and southern Africa, the value of drugs involved in an offence has a direct effect on either the offence charged or on sentencing. Our monitoring of the market for methamphetamines has also uncovered how vast regional consumption for this drug really is, and how this market is now being fed by global supply chains, connecting to as far as Mexican drug cartels and Taliban-controlled areas of Afghanistan.