The European Commission has promoted the deployment of the Digitalisation of Energy Action Plan (DoEAP), in order to develop an efficient, competitive market for a digital energy infrastructure and digital energy services that are both cyber-secure and sustainable. A central aspect of DoEAP is represented by the concept of Energy Data Spaces. Data exchange is crucial for emerging energy data services in the digital energy market and will help suppliers and energy service providers to innovate and cope with an increasing share of renewables in a more decentralised energy system. The data includes metering data, data from consumers such as home appliances, building automation, EV charging stations, or prosumers PV panel & inverters. Its availability and timely sharing and use among the relevant players is key for the energy transition. This document addresses main issues of data exchange in the three interconnected key sectors: energy, buildings and mobility; the analyses focus on existing concepts of data formats and data standards, reflecting on how to facilitate data sharing across the different sectors based on a common data framework. The foremost use cases of European projects and initiatives in the specific sector or at cross-sector level are presented, depicting the current state of data exchange deployments and identifying the necessary actions for the upcoming developments.