APA 6th:
The Publication Manual of the American Psychological Association 6th Edition includes guidance for citing datasets (p. 210-211).
Also, the APA blog includes guidance about citing data sets in your reference list and in-text.
The following database, APA Style CENTRAL, has examples of how to cite datasets. Click the learn tab and search for data.
General Rules:
Italicize the title of the data set.
After the title of the data set identify the type of source ex: [Data file and code book].
If the data set has a doi then list the doi, but if it doesn't then list the url where you retrieved the data.
U.S. Census Bureau. (2012). 2009-2011 American Community Survey 3-year Public Use Microdata Samples [SAS Data file]. Retrieved from https://factfinder.census.gov/faces/nav/jsf/pages/searchresults.xhtml?refresh=t