Can you buy your own data tosee what they have on you?

Move to the EU :)

Depending on where you live (and therefore what legal protections you have) you can demand your details. In the UK this is the right of access and is exerted by making a subject access request (SAR).

Many, many data brokers don't "sell" user data the way you seem to imply. If you collected user data, you're in one or more of three categories:

1. You have a business model based on user data, like advertising, so your goal is to collect as much data, of as high quality as possible, to make your business more effective;
2. You have a completely different core business model but it enables you to collect data and you might as well monetize it;
3. You're a broker, an intermediary who's acquiring data from (2) and selling it to (1).

Brokers may be able to sell you data about you, but they typically don't care much about making sure it's you. It's not their core business, and they may have partial data that is about you, but they're not able to tell it's about you. A lot of data just doesn't have a neat name/address/phone number. Maybe it has your IP address, and companies in (1) will make that connection immediately, but brokers have little reason to care.

Data producers (2) maaayyyybe could, but they really won't want because (a) you're too small and they only negotiate data in bulk (b) they'd rather not tell the public what they collect exactly.

Data consumers (1) have zero reason to sell the data. They're in the business of augmenting that data and classifying it to know what's junk and what's reliable. If their competitors can get their hands on this precious secret sauce, they'll eat them alive. So they keep this data jealously.

There is vertical integration, especially 1+3 - that's what e.g. Google is all about, use a data-generating vertical (search, web analytics, email) to inform their data-using vertical (ads). Those are simultaneously the data hoarders with probably the most data about you, and the ones least likely to want to share that data with you. It costs them an entire free service to collect the data, and they're the only company in the world with it, there's very little reason for them to give up that advantage.

So yeah, it's unlikely you'll get anything of value. You're not relevant enough in their economics, sorry.

I guess it depends where you are situated.

Some countries have protections that you can just "ask" a particular site what data they have collected on you. I think that's as private as it can go.

Another option are those "shady" data brokers. John Oliver did a segment before on how he got some "public" data to possibly ID US lawmakers.

Does this sound like what you’re after? https://www.onaudience.com/resources/how-to-buy-audience-data/ Let us know how you go.

This would be really interesting if you documented your attempts.

Greatly depends on where you live. More corrupt states' officials sell it left and right. I recall cops bootlegging CDs with a base of driver licenses, registry info and what's not. Guess most of them moved into darkweb\TG now. You may ask those whose life depends on it although they don't naturally have access, like journos, private investigators or loan-sharks if you know any of those.

Who is they?

I've requested it from amazon three times in the last three months and haven't heard anything back