As our digital footprints are collected and analysed by the media and fed backat us as new experiences, providing more data to collect, data circulates in a loopfrom audiences to media and back. This data loop is for media studies an occasionto revisit the media–audience nexus in an age of datafication. We argue that anaudience perspective is needed in order to break with the structure–agency linearityin current understanding of datafication. In this article, we develop a modelof the data loop that first presents the fundamentals of data circulation betweensocial actors and digital interfaces, then the moments of agency between actorsin a relation of mutual dependence. The article closes with a discussion of previousmodels within media and communication that have addressed similar ideas, suchas audience feedback, mutuality and circularity.