Yes, you need to cite your data, just as you would cite information you found in an article, a book, a webpage, or any other format.
Here are some resources to help you cite your data:
When you are working with data, you may need to make large-scale transformations, such as changing a date format or separating a piece of data into two cells. Instead of going through every cell in a spreadsheet, you can use tools or programming to expedite the process.