Data for the manuscript: Superconducting Diode Effect in a Three-terminal Josephson Device Abstract: The phenomenon of non-reciprocal critical current in a Josephson device, termed the Josephson diode effect, has garnered much recent interest. It is typically attributed to spin-orbit interaction and time reversal symmetry breaking in these systems. Here we report observation of the Josephson diode effect in a three-terminal Josephson device based upon an InAs quantum well two-dimensional electron gas proximitized by epitaxial aluminum. We demonstrate that the diode efficiency can be tuned by a small out-of-plane magnetic field or by electrostatic gating. We show that the diode effect in this device is a consequence of the artificial realization of a current phase relation that is non-$2\pi$-periodic. These Josephson devices may serve as gate tunable building blocks in designing topologically protected qubits. Furthermore, we show that the diode effect is an inherent property of multi-terminal Josephson devices, establishing an immediately scalable approach by which potential applications of the Josephson diode effect can be realized, agnostic to the underlying material platform.