What do you mean by financial sustainability? I would think it might mean how long will people continue to put money into microfinance schemes. Or do you mean how long can microfinance schemes continue providing a financial return on investment?

Your objective of measuring financial performance/financial sustainability is not clear to me. Let me answer based on what I've understand.

(i) If you mean MFIs' financial growth or profit by the financial performance (that is what we usually understand), then you must look into their income statement and balance sheet. Hence it would not be primary data.

(ii) On the other hand, if you mean long term active existence in the market with landing loan to borrower also taking deposit from them (where regulation supports) by financial sustainability, as Tony stated above, again you need to look into the institutions' income statement and balance sheet. So, no issue of primary data.

Therefore, you need to put an operational definition for the financial performance/sustainability in your study. 

As Tony and Ahmed indicated, it is not the primary data can guide in determining the financial sustainability of a business. It is the balance sheet. Is the management running the business according to the require principles. Is the lending growing and the repayment growing? look into the books to determine it