Power grids are the biggest machines on earth. They are also the most complex ones, as they involve human beings and their complex correlated electricity consumption patterns. In this talk I give some short overview on data-driven research dealing with frequency fluctuations in power grids. Whereas variations in the dynamics of renewable energy generation are reasonably well studied, a deeper understanding of the variations in consumer consumption dynamics is still missing. I will talk about highly resolved residential electricity consumption data of Austrian, German and UK households [1] and introduce a stochastic model to quantitatively capture the highly intermittent demand fluctuations. \\ [1] M. Anvari, E. Proedrou, B. Schaefer, C. Beck, H. Kantz, M. Timme, Nature Commun. 13, 4593 (2022)..