Cities are undergoing huge shifts in technology and operations in recent days, and `data science' is driving the change in the current age of the Fourth Industrial Revolution (Industry 4.0 or 4IR). Extracting insights or actionable knowledge from city data and building a corresponding data-driven model is the key to making a city system automated and intelligent. Data science is typically the study and analysis of actual happenings with historical data using a variety of scientific methodology, machine learning techniques, processes, and systems. In this paper, we concentrate on and explore ``Smart City Data Science", where city data collected from various sources like sensors and Internet-connected devices, is being mined for insights and hidden correlations to enhance decision-making processes and deliver better and more intelligent services to citizens. To achieve this goal, various machine learning analytical modeling can be employed to provide deeper knowledge about city data, which makes the computing process more actionable and intelligent in various real-world services of today's cities. Finally, we identify and highlight ten open research issues for future development and research in the context of data-driven smart cities. Overall, we aim to provide an insight into smart city data science conceptualization on a broad scale, which can be used as a reference guide for the researchers, professionals, as well as policy-makers of a country, particularly, from the technological point of view.