Extremely common. Most hedge funds buy what's called "alternative data" from vendors who aggregate it, like 7Park. The data is collected by providers who collect it from location telemetry, web scraping, satellite imagery, etc. Scraping from web applications is one of the more common forms.

The more successful quant funds will often build out internal research teams to do this. For example, both Two Sigma and Millennium have (not so well advertised) research teams devoted to this kind of data collection internally.