While auction data provides an accessible, long-term source of quantifiable market data, recent scholarship has emphasised the need for contextualisation of sales data to gain a more comprehensive understanding of external and internal market dynamics. But how and with what data? This chapter proposes digitised historical newspapers as a viable choice for contextualising both auction data and the market for cultural heritage. An overview of the use of auctions and their records as data is presented alongside some potential blind spots in their analysis. This will be followed by a comprehensive overview of digitised newspapers as a complementary qualitative source of data for auctions, including methodological approaches, tools, resources and technological, ethical and legal considerations. Using my doctoral research, which investigates Tutankhamun blockbuster museum exhibits and the market for Egyptian material as a case study, I will illustrate how a systematic survey of newspaper coverage of both auctions and exhibitions contextualises auction data and the market for Egyptian material.