Citing data is much like citing an article, book, or anything else. Look for the common following elements and apply them to the style you're using. Sometimes not all will be available, but include as much information as possible.
Author
The creator of the data. Could be individuals or an organization/corporation.
Date
The date the data was published or posted online.
Title
The name of the data set.
Edition or Version
The edition or version number of the data -may not be present.
Publisher & Publisher Location
The publisher of this information. Most often, an organization such as the U.S. Census Bureau.
Distributor
If you did not retrieve the data directly from the publisher, include the distributing organization. For example, Clarita data [publisher] retrieved from SimplyAnalytics [distributor].
Retrieval Location
This can be a DOI, URL, or other permanent identifier others can locate the data.
*Adapted from MSU Libraries Data Citation Guide: http://libguides.lib.msu.edu/citedata