The most important physical parameters of the ionosphere which have been studied extensively over the years are: 1) the temperature, density, chemical composition, and directed motion (wind) of the ionized and neutral gas particles; and 2) the electric and magnetic fields. This review will discuss direct in situ techniques used on sounding rockets and satellites to measure these physical parameters. The techniques reviewed are restricted to those which are applicable to altitudes above about 100 km, where the mean free path is greater than the characteristic dimension of the instruments. Direct in situ instrumentation is defined, as far as this paper is concerned, as an experiment which measures the parameters in the immediate vicinity of the vehicle carrying the instrument; remote sensing techniques have already been reviewed elsewhere, therefore, will not be discussed here.