Non-clustered index with all columns for "select * from"?
Definitely don't do that. The missing index hints can be very useful but the recommendations can be dumb, occasionally outright ridiculous. Creating a copy of the entire table for the benefit of this query fits the later.

If your most common queries use a predicate on DataDate then it may be appropriate to change your tables clustered index to this. Only you can make that call based on your understanding of the workload.

SELECT * on a 340 column table smells suspicious. Do you really need all of those columns, every time?