The outbreak of novel Coronavirus (SARS-COV-2 ) disease (COVID-19) in Wuhan has attracted worldwide attention. SARS-COV-2 known to share a similar clinical manifestation that includes various symptoms such as pneumonia, fever, breathing difficulty, and in particular, SARS-COV-2 also causes a severe in ammation state that leads to death. Consequently, massive and rapid research growth has been observed across the globe to elucidate the mechanisms of infections and disease progression in genotype and phenotype scale. Data Science is playing a pivotal role in in-silico analysis to draw hidden and novel insights about the SARS-COV-2 origin, pathogenesis, COVID-19 outbreak forecasting, medical diagnosis, and drug discovery. With the availability of multi-omics, radiological, biomolecular, and medical data urges to develop novel exploratory and predictive models or customise exiting learning models to t the current problem domain. The presence of many approaches generates the need for the systematic surveys to guide both data scientists and medical practitioners. We perform an elaborate study on the state-of-the-art data science method ologies in action to tackle the current pandemic scenario. We consider various active COVID-19 data analytics domains such as phylogeny analysis, SARS-COV-2 genome identication, protein structure prediction, host-viral protein interactomics, clinical imaging, epidemiological analysis, and most importantly (existing) drug discovery. We highlight types of data, their generation pipeline, and the data science models in use. We believe that the current study will give a detailed sketch of the road map towards handling COVID-19 like situation by leveraging data science in the future. We summarise our review focusing on prime challenges and possible future research directions .