This is possible, but you can only nest one level down, after that the shortcode regexp parser flips out. So your example would be okay, but [item1] would not be able to contain even more nested shortcodes.
To enable nesting, just go ahead and do:
add_shortcode('data', function($attributes, $content="")
{
return do_shortcode($content);
}
Relevant article:
http://www.sitepoint.com/wordpress-nested-shortcodes/
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