[STRIKE]What[/STRIKE] Do we need to say "Thanks, I have been looking for the information that you just provided me" or "Thanks, I was looking for the information that you just provided me"?
I'd use the simple past in both halves and omit "me" at the end. "Just" is optional unless there's a good reason to point out that you're talking about something that was very recently provided.
Thanks, I was looking for the information you [just] provided.
Even though I would probably use the simple past at the beginning, there is nothing wrong with the present perfect. The past perfect is also possible and might be more appropriate depending on the situation.
Clare: Did you get the information I emailed you yesterday?
John: Yes, I did. It was really useful. I had been looking for that sort of information for a while.
