1. A data collection system for an enterprise comprising: a memory communicatively coupled to a processor, the memory having stored therein computer-executable instructions configured to implement the data collection system, including: a locator component configured to receive an indication of a type of data to be located, to identify a microhistorian, from a plurality of embedded microhistorians residing on an automation network, that has collected or has access to the type of data; and a control unit configured to send a request for a subset of data, corresponding to the type of data, to a first socket associated with the microhistorian and bound to a first port number, and to retrieve the subset of data from a second socket associated with the microhistorian and bound to a second port number, wherein the second socket is assigned to the microhistorian in response to reception of the request.