In the future this page will be more robust. Until then, take a look at these fabulous guides to citing data at other libraries:
There is not yet a universally recognized way to cite data. It is best to follow the guidelines of the style you are using to the extent that it addresses data. Beyond that, here are some good examples to follow.
EndNote, Zotero and Mendeley all have a resource type for datasets. So, when you are building your bibliography of journal articles, books, documents, web pages, etc., be sure to document your data sources, too!