This article discusses the experience and the ideas of National Statistical Institutes from four countries – Portugal, Sweden, Canada, and the Netherlands – in order to build a fully automated data collection system, to provide a system-to-system (S2S) data exchange or Electronic Data Interchange (EDI) between all stakeholders in the production chain. This joint work is a summary of an invited session at the Fifth International Conference on Establishment Surveys, which was devoted to ‘the future of business data collection’. Taken together, the four presentations provide an overview of recent experiences with S2S/EDI data collection for financial business data. The basis for such a system is an integrated unbroken digital information chain that runs from the recording of financial data in computerised administrative systems of individual businesses all the way to publishing economic statistics – the Business Information Chain. This chain can be ‘closed’ and made into a cycle by including a feedback loop, for example by providing benchmark data to businesses. However, to make it happen, technical standardisation, vertical and horizontal conceptual harmonisation between all partners in the chain, and positive business cases for all partners are needed. The article starts by putting EDI developments in historical perspective.