FileNotFoundError: [Errno 2] No such file or directory: 'data.jsonl'

When you come across errors like that, try to always check the last output in the terminal. That will usually tell you the true error that occurred. In your case, see here:

Your command references a file data.jsonl, but that file can't be found. So maybe double-check that the relative path is correct, or use the absolute path to that file on your filesystem.