I am studying and developing a hermeneutic understanding of science focused mostly in Data Science. I am looking for a new understanding of reality incorporating both the values of the "traditional" science and the view of proposed by Data Science. This is part of the needed new critical approaches to Big Data in what is being called "Data Ethics". I am trying to create a foundation that let scientists use Big Data in a thoughtful way, creating a more reflexive Data Science, one which is still effective but also deals with the impact that theories have on human life.