How should we treat questions asking about obtaining particular datasets? Other SE sites (for instance, CrossValidated) explicitly consider this to be off-topic.
Personally, I don't necessarily have an opinion on the matter but I do think that--whatever we decide--it should be made explicit in the site's documentation.
One possible approach (taken by Quant SE, apparently) is to explicitly discourage questions of this nature but then provide a community wiki addressing data sources.
In addition, what about stock market data--should we consider that separately? (Since, for example, we might want to allow general economic data-related questions but (explicitly) exclude financial markets data.)