This is what NPD does.
http://www.npd.com/corpServlet?nextpage=consumer-tracking_s.html
They call it consumer tracking. They essentially asked people to report what they buy at walmart.
(note, NPD tracks everything sold in the US, this is done through estimation. However, NPD does not get direct reports from every retailer. For walmart they estimate sales with a combination of consumer tracking and probably other data sets)








