Where to collect data?

[Tanner King]

Where are the best places or best ways to collect data on specific markets?

Average rental rates, vacancies, competition, growth, appreciation, etc..

Ive heard of scrolling through Zillow and collecting information by looking at properties for sale/rent but was wondering if there is a site where all of this information is easily accessible or any ideas for better ways to go about it.

Thanks in advance!