We present high precision and well sampled BVRIJK light curves and radial velocity curves for a sample of five Cepheids in the SMC . In addition we present radial velocity curves for three Cepheids in the LMC . The low metallicity ( \mbox { [ Fe / H ] } \approx - 0.7 ) SMC stars have been selected for use in a Baade-Wesselink type analysis to constrain the metallicity effect on the Cepheid Period-Luminosity relation . The stars have periods of around 15 days so they are similar to the Cepheids observed by the Extragalactic Distance Scale Key Project on the Hubble Space Telescope . We show that the stars are representative of the SMC Cepheid population at that period and thus will provide a good sample for the proposed analysis . The actual Baade-Wesselink analysis are presented in a companion paper .