We present a new corpus for the Situated and Interactive Multimodal Conversations, SIMMC 2.0, aimed at building a successful multimodal assistant agent. Specifically, the dataset features 11K task-oriented dialogs (117K utterances) between a user and a virtual assistant on the shopping domain (fashion and furniture), grounded in situated and photo-realistic VR scenes. The dialogs are collected using a two-phase pipeline, which first generates simulated dialog flows via a novel multimodal dialog simulator we propose, followed by manual paraphrasing of the generated utterances. In this paper, we provide an in-depth analysis of the collected dataset, and describe in detail the four main benchmark tasks we propose for SIMMC 2.0. The preliminary analysis with a baseline model highlights the new challenges that the SIMMC 2.0 dataset brings, suggesting new directions for future research. Our dataset and code will be made publicly available.