How Illegal is Data Scraping

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I just stumbled on this particular way of making money. It involves you using a particular tool, to scrap data off the Internet (websites). You can get several emails, phone numbers and even useful links, thousands of them. This is very easy if you are good in programing especially python. I read you can sell this data on fiverr and some marketplaces. I know this process will earn you some money but my concern is if it's illegal? I think it will be fair enough to scrape data from expired domains rather than active one.