In this study, we examine the work of data scientists, members of an emerging technical occupation, through the lens of craft. Drawing on 65 in-depth interviews with data scientists, we show that their work cannot be adequately explained by the human-machine configurations characterized in the existing literature on craft in technical occupations, which primarily focuses on crafting products using ready-to-use tools and ready-to-be-processed materials. Instead, we find that data scientists craft not only their products, but also their tools and materials, often in an iterative and non-linear fashion. This distinct approach entails a unique human-machine-data configuration that we refer to as data-based craft, which stems from the unique nature of digital data and learning algorithms that data scientists simultaneously craft and use. This study advances our understanding of craft in the digital age by highlighting the need to reconceptualize human-machine relationships in data-intensive occupations.