Use the recommended citation for the data set if one is provided either with the dataset or on the publishers website (look for "terms and conditions, FAQs, etc.)
If there is not a recommended citation and your style guide does not offer specific citation requirements for data or other source types, the format for books is considered the generic format that should be modified and used.
APA (6th Edition, p. 211)
Pew Hispanic Center. (2004). Changing channels and crisscrossing cultures: A survey of Latinos on the news media [Data file and code book].
Retrieved from http://pewhispanic.org/datasets/
NLM (2nd Edition)
Entrez Genome [Internet]. Bethesda (MD): National Library of Medicine (US), National Center for Biotechnology Information. [date unknown]. Haloarcula marismortui ATCC 43049plasmid pNG200, complete sequence; [cited 2007 Feb 27]. Available from: http://www. ncbi.nlm.nih.gov/entrez/query.fcgi?db= genome&cmd=Retrieve&dopt=Overview&list_uids=18013
Chicago (16th Edition, p. 693)
Bibliography style (based on documentation for books):
Milberger, Sharon. Evaluation of Violence Against Women With Physical Disabilities in Michigan, 2000-2001. ICPSR version. Detroit: Wayne State University, 2002. Distributed by Ann Arbor, MI: Inter-University Consortium for Political and Social Research, 2002. doi:10.3886/ICPSR03414.
Milberger, Sharon. 2002. Evaluation of Violence Against Women With Physical Disabilities in Michigan, 2000-2001. ICPSR version. Detroit: Wayne State University. Distributed by Ann Arbor, MI: Inter-University Consortium for Political and Social Research. doi:10.3886/ICPSR03414.
Properly citing data assists in the research process by giving data creators proper credit for their work, aids replication, provides permanent and reliable information about the data source, helps track the impact of the data, and facilitates resource discovery and access.
Data providers frequently recommend citation formats. Recommended citations can come either with the dataset or from elsewhere on the website. Also note that the producers of a particular dataset may request that users of the data cite a publication in which the data are described, rather than citing the dataset.
If you do not find a recommended citation, try to collect these elements to put into your citation;
Data is plural and thus requires a verb in plural form (e.g. The data show an increase in activity...).
Datum (which translates as "data point") is singular and requires a verb in singular form (e.g. Every datum shows a unique...).