Format: 

Author, A. A. (Year). Data set name [Data file]. Retrieved from URL

Examples: 

Pew Research Center. (2013, May 1). Home internet access [Data file]. Retrieved from http://www.pewresearch.org/data-trend/media-and-technology/internet-pene...

In-text: (Pew Research Center, 2013)

Notes: 

Include the type of data set (e.g. Data file, Code book) in square brackets after the title.

Source:
APA (ER) - p. 29, no. 57