Are you sure, you want to create a generator? A generator is function which returns an iterator type, constructed e.g. by using the yield keyword (cf. term-generator).
If you really want this, steven-rumbalski’s answer is precisely what you are looking for:
data_gen = (y for y in data)
Most of the time, you will want to directly create an iterator object, e.g. to use the next() method. In this case, the answer is implicit in the comment by mgilson above:
data_iter = iter(data)
which is equivalent to data_iter = data.__iter__(), cf. functions#iter.