The main thing is that 'await' is to be used with inanimate objects; and 'wait' is to be used with verbs and when referring to someone.
However, in the example you've given 'waiting' will be better.
"I'm just sending this mail to remind you that, currently i am waiting for data."
This is because though you're referring to data, the implicit meaning is that you're waiting for data from him/her.
If you're looking for a formal version, go for something like this:
"This is a reminder that I'm yet to receive the data."
"I've still not received the data even after repetitive demands/appeals."