Just as you cite journal articles, websites, and any books you reference in your publication, so too do you need to cite any data your publication uses. 

Citing datasets, such as spreadsheets, interview transcripts, images, etc., is crucial in providing context for your research and giving credit to the individual who's data you've used.

A dataset citation includes many of the same components of a traditional citation.

Many style manuals have not developed specific instructions for citing data. If the style guide you are using does not address data citations, you may use the basic citation elements, regardless of the type of work.

• author(s) (Who created the data? an organization, individual, group of individuals) ,
• title (name of the study or title of the dataset),
• year of publication,
• publisher (or location of where the data was found)
• edition/version
• access information (URL/doi where data was found)

Joint Declaration of Data Citation Principles, Feb. 2014

Image source: Joint Declaration of Data Citation Principles

For a complete description of data citation guidelines refer to pp. 210-211 of the Publication Manual of the American Psychological Association, 6th edition

• Author Last Name, First Initial. (Year). Title of data set (Version number) [Description of form]. Location: Name of producer.

                                OR

• Author Last Name, First Initial. (Year). Title of data set [Description of form].  Retrieved from http://xxx

Example:

• 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

Since MLA has not developed a specific citation style for datasets, the general rules for citing a web document may be applied. 

• Author Last Name, First Name. Title of data set. (Version). Publisher location: Publisher name, Date of publication. Medium of publication. Date accessed. doi/url of data

Example:

• Pew Hispanic Center.  Changing channels and crisscrossing cultures: A survey of Latinos on the news media. (Data file and code book). Washington, DC: Pew Research Center, 2004.  Web.  19 Sep 2011. <http://pewhispanic.org/datasets/signup.php?DatasetID=5>