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Yes, Wal-Mart and Sam's Club did but that relationship involves Wal-Mart and Sam's using our consumer data. It's hard to explain but, long story short, no, Wal-Mart is not a part of the panel.
Regarding the benefits of market research, as I said in my earlier response, there's much more data and insight that we provide than simple sales lists and install base figures. Market research (not just NPD, btw) also gives marketing teams what they need to make more informed business decisions. From market-level (regional) information, to demographics, who buys what for whom and why they purchase it, etc., etc. When you combine consumer data with point-of-sale data, there's no end to what you can do with the info. That is, as long as you have the intelligence to do some digging and analysis.
Why do retailers "give their secrets away"? They aren't giving anything away. Retailers and e-tailers cannot gain access to competitor information, so they're protected. They can only view combined sales information (this is why accuracy is so important in market research). So, why bother? There are many reasons but I'll give you a simple example of why retailers participate. They have access to national-level sales data so they know how well (or not) various products are selling across the retail landscape and online, not just in their own stores.