Many decades ago Patrick Suppes argued rather convincingly that theoretical hypotheses are not confronted with the direct, raw results of an experiment, rather, they are typically compared with models of data. What exactly is a data model however? And how do the interactions of particles at the subatomic scale give rise to the huge volumes of data that are then moulded into a polished data model? The aim of this paper is to answer these questions by presenting a detailed case (...) study of the construction of data models at the LHCb for testing Lepton Flavour Universality in rare decays of B-mesons. The close examination of the scientific practice at the LHCb leads to the following four main conclusions: raw data in their pure form are practically useless for the comparison of experimental results with theory, and processed data are in some cases epistemically more reliable, real and simulated data are involved in the co-production of the final data model and cannot be easily distinguished, theory-ladenness emerges at three different levels depending on the scope and the purpose for which background theory guides the overall experimental process and the overall process of acquiring and analysing data in high energy physics is too complicated to be fully captured by a generic methodological description of the experimental practice. (shrink)