Well, I don't want to be mean or anything else, but the sentence don't really makes sense. I assume you meant something like, <em>Are we gathering data </em>or<em> Did we gathered data.</em> However, it would be a clause, because it has a subject and a verb. The subject is<em> we</em> and the verb is<em> gathered.</em>
C is the correct answer.
Hope this helps :)
