The data factor market entity is the basic support and core hub of the data factor market, and cultivating the market entity is crucial to the market vitality and innovation. Based on market economy theory and data value chain theory, this paper expounds the connotation and structure of data factor market ecosystem and data factor market competitors from both broad and narrow sense. Based on the description of the relationship spectrum of multi-level data factor market entitity, this paper analyzes the dilemmas with status gap, interest imbalance, lack of self-discipline and ability dislocation. Comparative analysis of representative countries and China based on the concept of "value and safe" differentiation, results in the advantages and disadvantages of development model, supply mechanisms, regulatory mechanisms and cultivation mechanisms of data factor market entity. Finally, it is proposed that the cultivation of Chinese data factor market entity should strengthen data acquisition and reuse, construct the regulatory mechanism of the whole process of "wide entry and strict management", and combine the cultivation measures of entirety and pertinence.