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The present work describes the challenges faced during the development of a countrywide Learning Analytics study and tool focused on tracking and understanding the trajectories of Uruguayan students during their first three years of secondary education. Due to the large scale of the project, which covers an entire national educational system, several challenges and constraints were faced during its conception and development. Examples of key challenges were: to understand the different nuances of the educational system, to satisfy ethical and legal requirements without narrowing down the scope and potential novelty of the initiative and to deal with integration and inconsistencies in the databases. This paper presents the design decisions and solutions found to address or mitigate the problems found as a contribution to facilitate similar large-scale projects. Three main experiments using data mining were conducted and their results are also described, pointing out the feasibility of finding meaningful patterns that can be used by educational authorities to improve their decision making and foster public educational policies. Finally, the paper describes the use of the data and the findings of the study to create an interactive visual tool to explore the relationship between student variables, performance and persistence in the system.