This article compares consent to data linkage requests for seven data domains: administrative data, smartphone usage data, bank data, biomarkers, Facebook data, health insurance data, and sensor data. We experimentally explore three factors of interest to survey designers seeking to maximize consent rates: consent question order, consent question wording, and incentives. The results of the study using a German online sample (n = 3,374) show that survey respondents have a relatively high probability of consent to share smartphone usage data, Facebook data, and biomarkers, while they are least likely to share their bank data in a survey. Of the three experimental factors, only the consent question order affected consent rates significantly (with earlier consent requests associated with higher consent rates). The likelihood of consent further decreased with each additional request, showing that respondents may have the feeling of increasing privacy costs with every additional linkage of data they allow.