With the rise of big data, there has been an increasing need for practitioners in this space and an increasing opportunity for researchers to understand their workflows and design new tools to improve it. Data science is often described as data-driven, comprising unambiguous data and proceeding through regularized steps of analysis. However, this view focuses more on abstract processes, pipelines, and workflows, and less on how data science workers engage with the data. In this paper, we build on the work of other CSCW and HCI researchers in describing the ways that scientists, scholars, engineers, and others work with their data, through analyses of interviews with 21 data science professionals. We set five approaches to data along a dimension of interventions: Data as given; as captured; as curated; as designed; and as created. Data science workers develop an intuitive sense of their data and processes, and actively shape their data. We propose new ways to apply these interventions analytically, to make sense of the complex activities around data practices.