Ask HN: Creating data-set for analytics side project

I am working on analytics side project and I need data-set (current + historic data). There is no open (public and free) available data-set for required data. I am wondering: 1. What are you experience? Is it possible within reasonable time and effort create own data-set from data published on internet. Data is mainly published over JavaScript. It's not raw data, but enough for my use case. 2. Have you favorite source of data sets with raw data? Domain doesn't matter (asking just for future cases)