What's the consensus on sharing raw data? Let's say I authored a paper or a study - published either in an academic journal or release just on a website. The study is well received, but I've received some requests from "colleagues" who want access to some of the data sources. The issue I have is that either I'd paid for some of the data sources - or spent considerable time and labor (or paid to have the data collected, transcribed etc)- thus I am conflicted about just releasing the data to those who did not expend the same amount of time or resources. 

I once requested something similar from a professor (we only knew each other's names via the industry) - and he explained that his research data was as a result of along time relationship with people inside a particular company (who collected such data), and he did not feel comfortable giving it away. I did not think less of him, nor did I think he was hiding anything.

Is there any kind of consensus among academic or professional researchers about sharing raw data?
I'll share some thoughts with you as someone who has made all of his research software publicly available for the past 20 years.

My experience is that the risk of others "scooping" you by taking your data (or code, in my case) and doing analyses with them that lead to important studies is relatively small. The likelihood that they ask you to participate in such studies -- given that you know the data, how it was collected, and how it was curated -- is, on the other hand, relatively high and may lead to you writing papers you never dreamed of. So there are substantial positive upsides that, in my case, have always made it worth my while putting my work out there.