Whether using quantitative or qualitative data, your research might entail collecting the data yourself or using third party data
The researcher is the one collecting the data, through experiments, observations, simulations, or derived and compiled data. If you are collecting data from humans or animals, you should be very careful about ethical issues.
The researcher acquires the data from third parties by either accessing existing publicly available data or purchasing data pursuant to an agreement directly with the data provider. Such agreements (e.g. Data Use Agreements, Non-Disclosure Agreements, Confidentiality Agreements, Licensing Agreements, etc.) should be reviewed by the investigator’s appropriate Ethical Commission.
Source: Harvard Research Data Management