Chicago (University of Chicago Press) style is most often used by students (and scholars) in the Humanities, but is especially used in History. Chicago Style is sometimes used in the Social Sciences as well. The Turabian handbook interprets Chicago style in an easy to understand way for students. If you aren't sure which citation style to use, be sure to ask your Professor which style they prefer for assignments in their class.
At minimum, a dataset citation in Chicago style should include the database or site name, a description phrase or record locater, the access date, and a URL or DOI.