Re: The word 'data' is plural
Several datum can, together, be considered a set of data. In general usage, the inference would normally be that it is the set (singular) of many datum that are being referenced. "I need that (set of) data as soon as possible!"
Datum as a singular tends not to get used in popular speech, the same way trouser or scissor also tend not to get used. The usual reference is (set of) data, or (pair of) trousers, or (pair of) scissors.
Also your posited question already has a singular reference, inviting the singular response; "that money" instead of "those moneys/monies".
http://dictionary.reference.com/browse/money shows money to be considered a singular rather than plural noun. Since I can certainly recall personal instances of hearing people use monies/moneys in speech, I see no reason to doubt the entry's veracity.
An interesting aside would be how you would instinctively try to describe the need for several unconnected data sets... could you see yourself ever asking someone for "those data"?