Follow the headline link for a wealth of data on app sales from the iOS and Mac App Stores, Google Play, Amazon, Windows Phone and PC. For eBooks, there are numbers for Apple iBooks and Kindle. This data has been available for years and is well known in the developer community, but not so well known in the general tech community.

Where does App Annie get its data? This article, though a bit dated (from May, 2012), gives a good sense of things, at least from the iOS side:

The firm offers a sales analytics tool for developers that both gathers their sales numbers and processes them. Indeed, App Annie’s analytics tool is used by over 150,000 apps and, in particular, over 40 percent of the top 100 publishers by revenue.

Once a developer connects their App Annie account with their iTunes Connect account, the sales data is automatically downloaded and processed.

While App Annie keeps the data from that tool completely anonymous, it does combine all the download and revenue data it has access to together to build a global model of sales.