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Data literacy has been suggested as an important competence that individuals need to succeed in a data-intensive society. However, there is no common understanding as to what data literacy entails and how it could be developed. Instructional emphasis on competence of individuals fails to capture learners’ relationship to data in everyday life and limits what they can possibly achieve in data-rich environments. This paper critically reviews data literacy definitions with a focus in K-12 education. Our analysis determined four orientations of data literacy: competence, inquiry, personal data and civic engagement orientations. We then propose a broader conceptualization of data literacy that integrates conceptions, competencies and contexts. The study offers holistic and context-oriented framing of data literacy for researchers and educators.