To get all the first data of a reference key in SQL, you can use the GROUP BY clause along with an aggregate function such as MIN() or MAX() to retrieve the first or last value respectively. Here is an example SQL query that demonstrates how to do this:

SELECT reference_key, MIN(column_name) AS first_data
FROM table_name
GROUP BY reference_key;

In this query, table_name is the name of the table that contains the reference key and data, reference_key is the name of the column that contains the reference key, and column_name is the name of the column that contains the data you want to retrieve the first value of.

The MIN() function is used to retrieve the minimum value of the column_name column for each unique value of the reference_key column. This effectively retrieves the first value of column_name for each group of rows that share the same reference_key value.

You can replace MIN() with MAX() if you want to retrieve the last value instead.

By using this SQL query, you can retrieve all the first data of a reference key in a table.