This thesis contributes to the sociology and anthropology of data by examining the techniques and devices that are deployed to frame data as part of methodological, ethical, economic, digital, journalistic and artistic practices. The thesis starts by tracing the lineage of the concept of frame as part of the traditions of cybernetic anthropology, artificial intelligence, social interactionism and science and technology studies to delineate a conceptual framework that can account for the contextualisation of data. Empirically, the project focuses on two data leaks and repurposes the materials that emerged from these as case studies that render visible how different techniques and devices make possible the formation of two distinctive data types: personal data and prices. The first case study examines the making and unmaking of search keywords as personal and it is based on the materials that arose from the leak of a search engine database in 2006. This case study looks at how techniques like reidentification demonstrations and data sequencing have contributed to define search keywords as being about and capable of signalling persons while also investigating how ethical devices like informed consent and anonymisation work to depersonalise data instead. The second case study compares compositional against disaggregated framings of prices and it is based on the materials that became available as a consequence of the attempted disclosure of the databases used to estimate a national inflation indicator in Argentina since 2006. This case study explores how product identification and data aggregation techniques contribute to frame the fluctuation of prices as part of the measurement and communication of national statistics while also studying digital scraping and imaging as devices that frame the observation and interpretation of retail price variation for financial use.