With increasing amounts of open data, especially where data can be connected with various additional information resources, new ways of visualizing and making sense of this data become possible and necessary. This paper proposes, discusses and exemplifies the concept of data games, games that allow the player(s) to explore data that is derived from outside the game, by transforming the data into something that can be played with. The transformation takes the form of procedural content generation based on real-world data. As an example of a data game, we describe Open Data Monopoly, a game board generator that uses economic and social indicator data for local governments in the UK. Game boards are generated by first collecting user input on which indicators to use and how to weigh them, as well as what criteria should be used for street selection. Sets of streets are then evolved that maximize the selected criteria, and ordered according to "prosperity" as defined subjectively by the user. Chance and community cards are created based on auxiliary data about the local political entities.