No. 'Worth of data' is not the same as 'piece of data'.
'Worth of data' on it's own does not mean anything in English. The phrase here is 'month's worth of data'. It means all the data collected in a month. So, you could also have a 'day's worth of data' (all the data collected in a day, or 'a week's worth of data.' (all the data collected in a week.)
We use this type of expression in other ways too.
Example: 'We have had a month's worth of rain in one day.' This means that we have had the same amount of rain in one day that we would normally expect to have in one month. The worth of something is its value.
Hope this helps.