For finance in particular, I'd say we're drowning in a massive volume of shitty data.
A client of mine purchases several fundamental feeds from Quandl, and I email them regularly to point out errors. Not weird, hard, tricky errors, but stuff like "why are all these volumes missing" or "there's a 1-day closing price increase of 1200%" or "you divided when you should have multiplied". This tells me neither Quandl nor the original provider (e.g. Zacks) do any serious data validation, despite claiming to.
If the companies people have been paying for decades for this data get it wrong this often, how can I trust any weirder data they're trying to sell me? I thought the point of buying these feeds was to let the seller worry about quality assurance.