In this paper we propose, implement and evaluate OpenSample: a low-latency, sampling-based network measurement platform targeted at building faster control loops for software-defined networks. OpenSample leverages sFlow packet sampling to provide near-real-time measurements of both network load and individual flows. While OpenSample is useful in any context, it is particularly useful in an SDN environment where a network controller can quickly take action based on the data it provides. Using sampling for network monitoring allows OpenSample to have a 100 millisecond control loop rather than the 1-5 second control loop of prior polling-based approaches. We implement OpenSample in the Floodlight Open Flow controller and evaluate it both in simulation and on a test bed comprised of commodity switches. When used to inform traffic engineering, OpenSample provides up to a 150% throughput improvement over both static equal-cost multi-path routing and a polling-based solution with a one second control loop.