Data as a Singular
I don’t recommend using “data” as a singular, as in, “The data on this matter is shocking.”
“Data” is an English word that, like many words, is formed from the Latin. When we adopted it, we sort of pushed aside its Latin singular form, “datum.”
But sometimes it just seems kind of odd to treat it as a plural. “I’ve seen the data and it’s shocking” sounds less weird than “I have seen the data and they're shocking.”
If you find yourself in a situation where you’d really rather treat "data" as a singular, you can. Merriam-Webster’s dictionary says it’s “singular or plural in construction.”
The dictionary adds: "Data leads a life of its own quite independent of datum, of which it was originally the plural. It occurs in two constructions: as a plural noun (like earnings), taking a plural verb and plural modifiers (as these, many, a few) but not cardinal numbers, and serving as a referent for plural pronouns (as they, them); and as an abstract mass noun (like information), taking a singular verb and singular modifiers (as this, much, little), and being referred to by a singular pronoun (it). Both constructions are standard. The plural construction is more common in print, evidently because the house style of several publishers mandates it.”
So, like so many other issues in language, it comes down to whether you’re worried what other people think of your English skills. If you’re not too worried about stickler readers judging you, then you’re free to follow Merriam-Webster’s advice.