Think of the analogy of crime-solution or forensic investigation. Of course not. Otherwise he'd take endless pictures of the grass 20 feet away from the corpse, or of the roof shingles of the house, or do endless chemical analysis of the leather in the shoes, or whatever. Of course, that theory is tentative and subject to change or even abandonment as his investigation proceeds. But, apart from a theory, there is nothing to guide the collection of data.
Data is always data relative to a theory, or a small number of competing theories.
There is no such thing as data in the abstract. Otherwise it's just a string of bits, of gobbledygook.