Using data to generate sounds (datasonification) is a relatively new field.
In Sonification: turning the yield curve into music, Alan Smith of the Financial Times used sound to sonify financial data.
Source: Sonification: turning the yield curve into music, ft.com
NASA has used data to sonify data captured with different telescopes from a region in the center of the Milky Way some 26.000 thousand light years away from us.
Source: Animations: Data Sonification: Sounds from Around the Milky Way, chandra.si.edu
Another approach is to integrating sound and data visualisation is to add an audio layer to an animated data visualisation. Click the play button and listen to voice over. Note that this is not video: when the animation is playing or when you stop the animation, you can still access the interactive features of the visualisation, like the tooltips.
Source: Why data visualization needs a play button, flourish.studio