Universities and colleges have responded to the demand by creating new programmes or revamping existing ones. The number of undergraduate data science programmes in the US jumped from 13 in 2014 to at least 50 as of September 2020. As educators and practitioners in data science, we were prompted by the growth in programmes to investigate what is covered, and what is not covered, in data science undergraduate education. We found most programmes dedicated considerable coursework to mathematics, statistics and computer science, but little training in ethical considerations such as privacy and systemic bias. Only 50% of the degree programmes we investigated required any coursework in ethics.