Techniques for exchanging data segments between data aggregators and data consumers. In an embodiment, a value of an arbitrary data segment selected by a data consumer is computed. In particular, an individual user value is calculated for each user represented in the data segment, wherein the individual user value is a weighted sum (or other function) of the one or more features of the data segment attributable to that user, plus an additive gaussian noise. The overall value of the data segment is the sum of the individual user values. An offer price for the data segment can then be calculated using the overall value. Once a request is received from the consumer to purchase the data segment at the offer price, the data segment can be exchanged between the aggregator and consumer. Thus, a data marketplace or platform for the exchange of data segments is enabled.