Data-driven software is becoming prevalent, especially with the advent of machine learning and artificial intelligence. With data-driven systems come both challenges - to keep collecting and maintaining high quality data - and opportunities - open innovation by sharing data with others. We propose Open Data Collaboration (ODC) to describe pecuniary and non-pecuniary sharing of open data, similar to Open Source Software (OSS) and in contrast to Open Government Data (OGD), where public authorities share data. To understand challenges and opportunities with ODC, we organized five focus groups with in total 27 practitioners from 22 companies, public organizations, and research institutes. In the discussions, we observed a general interest in the subject, both from private companies and public authorities. We also noticed similarities in attitudes to open innovation practices, i.e. initial resistance which gradually turned into interest. While several of the participants were experienced in open source software, no had shared data openly. Based on the findings, we identify challenges which we set out to continue addressing in future research.