Data needs to be cited just as other types of publications do. Citations are used to acknowledge the original author/creator and to help other researchers locate the resource to verify the validity of your findings and be able to build on your research.
There is no standard for formatting a data set citation, but generally you would:
1. Check the manual for the citation style you are using, and adapt it as needed.
2. Check the dataset repository or archive for a format.
3. Read How to Cite Datasets and Link to Publications (.pdf), the best guide on citing datasets from the Digital Curation Centre.
Citing Data and Statistics
Purdue University's Online Writing Lab (OWL) has it all:
Australian National Data Service website at http://ands.org.au/cite-data/index.html Accessed 5 June 2015