I should probably clarify about "on a database". That would be for something like a searchable database, such as one you'd find at an online library, rather than an SQL database you'd maintain for a website. I definitely would never say something like "The data on my database went missing," unless I was speaking metonymically about the server it was on, i.e. "The data on my database server went missing." Now, running queries "on a database" is a different thing entirely.
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