It is supposed to be pronounced as day-ta. That's the original pronunciation when it was created as a plural from datum. Most people outside of the geek community say data like they are saying dad though.
Can't fault it, I still refuse to pronounce GIF as JIF.
I know. I don't have that Bostonian accent. GOD FORBID. But people ask me all the time: WHERE ARE YOU FROM? So I know I don't sound exactly the same as the Arizona people. Except all the people from Chicago that are down here.
It is a nasal twang. You need to hear it spoken. Just turn on a Chicago news station or something.