Social media offers an attractive site for Big Data research. Access to big social media data, however, is controlled by companies that privilege corporate, governmental, and private research firms. Additionally, Institutional Review Boards’ regulative practices and slow adaptation to emerging ethical dilemmas in online contexts creates challenges for Big Data researchers. We examine these challenges in the context of a feminist qualitative Big Data analysis of the hashtag event #WhyIStayed. We argue power, context, and subjugated knowledges must each be central considerations in conducting Big Data social media research. In doing so, this paper offers a feminist practice of holistic reflexivity in order to help social media researchers navigate and negotiate this terrain.