The outbreak of the COVID-19 pandemic has led to a vast increase in the demand for fast, frequent, and multi-faceted data to study the impact of the pandemic on people’s lives. Existing data collection infrastructures had to be adapted quickly during the early phase of the pandemic to meet this data demand. Our research group contributed to this by conducting the Mannheim Corona Study (MCS), a longitudinal probability-based online survey, in a daily rotating panel design that took place from March 20 through July 10, 2020. The fast-and-frequent panel data collection design of the MCS had numerous consequences for designing its questionnaires and choosing its measurement instruments. This included designing new instruments on the fly in the ever-changing pandemic environment, making efficient use of limited questionnaire space, and deciding on measurement frequencies in a structured manner under uncertain external conditions. In this report, we document the MCS approach to choosing measurement instruments fit for the purpose of fast and frequent data collection during the early phase of COVID-19 in Germany. We particularly highlight three examples of measurement instruments in the MCS and reflect on their measurement properties.