Adding a custom data-attribute to a field in Views
To summarize for future reference: 

You can add data attributes using Rewrite in Views Fields.

If you added a custom data-attribute but something isn't working, the problem might be in the value ;) 



What gets stripped by the filter_xss_admin() on Rewrite is most notably the &lt;object&gt; tag and style="" attribute because users can submit malicious code through those. 

It seems Views for D7 will have that check removed in the next release: Remove filter_xss_admin() from result rewriting because views editors are already trusted admins