The wikipedia article on the "sense data" references a bunch of 20th century philosophers. Is the concept(or something closely related to this) earlier than that?
The answer very much depends on whether we want "the concept" or "something similar". The sort of elaborate theories of sense data that emerged in the early 20th century were not possible much earlier, they relied on then recent findings of human physiology, and especially psychology, as well as time specific philosophizing that came out of it. Generically, "data" means "given" in Latin, but it is during that time that it came to be firmly associated with something objectively given. In analytic philosophy the term was popularized by Russell, who transformed an earlier concept of "data" due to Bradley, and was then picked up by direct realists and positivists.
However, Russell was not the first to use the expression, see The History of Russell's Concepts »Sense-Data« and »Knowledge by Acquaintance« by Milkov. Its earlier users, were, in fact, Hegelians, like Bradley and Royce, and some of Husserl's major influences, Lotze and James. It is interesting to point out that Hegel's Phenomenology of Spirit has a section called On Sense Certainty, which is directly relevant to the later controversies over the Given. The buzzword was broadly popular at the time, even Bergson, a life philosopher, talked about "immediate data of consciousness", although it was far from "sense data". But it is Russell's amalgamation of "data" with senses of British empiricism, to which he was partial, that came to be most commonly associated with the term. Here is Milkov's sketch of history:
"The first actual use of the term »sense-data« in Russell's writings, one not found in the works of Bradley, was made in On Some Difficulties of Continuous Quantity (1896). The term »sense-data« as such, however, did not originate with Russell. It is most likely that Russell absorbed it from reading [William] James — that master of a fresh turn of phrase. James used the term for the first time in 1890 in The Principles of Psychology. Another use of the term occurred in the newly published édition of John Locke's Essay Concerning Human Understanding (1894), in which Alexander Campbell Fraser also spoke of »sense-data«. The term »sense-data«, however, was used before both William James and Fraser by John Venn in 1889. Even before that, the term can be traced to Josiah Royce's paper Mind and Reality published in 1882. Royce also employed the term later. Often the roots of the term are sought in the tradition of the British empiricists, where in place of >sense-data<, related expressions were used, such >idea<, >impression< or >sensation<.
This, however, can scarcely be the whole story. In fact, the term »sense-data« was introduced mainly in order to point out the objective character of the percept; in opposition, »impression« and »sensation« are typically subjective. Our suggestion is that the introduction of the term »sense-data« was directly connected with the powerful anti-psychologist movement which spread in both German and British philosophy of the last quarter of the nineteenth Century. In two works published in the 1870s — Logic (1874) and Metaphysics (1879) — the father of this movement, Rudolf Hermann Lotze, advanced an objective understanding of the content of the mental activity, of any kind: both of perceiving and of judging. This objective content was called the »given« — in Latin, »data«."
When Sellars gave his influential critique of sense data theories, and what he called the Myth of the Given they rely on, in Empiricism and the Philosophy of Mind (1956), he too traced the roots of the myth to British empiricists, and explicitly invoked Hegel's idea that any "immediacy" is mediated as an inspiration for criticizing it. But, even aside from subjective sensations not being an equivalent of objective sense data, he also makes clear that the context and problems British empiricists had in mind with their sensations are quite different from those of the 20th century sense data theorists:
"Yet there is no doubt but that historically the contexts "...sensation of..." and "...impression of..." were assimilated to such mentalistic contexts as "...believes...", "...desires...", "...chooses..."... This assimilation took the form of classifying sensations with ideas or thoughts ...The fundamental difference between occurrent abstract ideas and sensations, for both Locke and Descartes, lay in the specificity and, above all, the complexity of the content of the latter. (Indeed, both Descartes and Locke assimilated the contrast between the simple and the complex in ideas to that between the generic and the specific.)
[...] Actually there are various forms taken by the myth of the given in this connection, depending on other philosophical commitments. But they all have in common the idea that the awareness of certain sorts - and by "sorts" I have in mind, in the first instance, determinate sense repeatables - is a primordial, non-problematic feature of 'immediate experience.' In the context of conceptualism, as we have seen, this idea took the form of treating sensations as though they were absolutely specific, and infinitely complicated, thoughts. And it is essential to an understanding of the empiricist tradition to realize that whereas the contemporary problem of universals primarily concerns the status of repeatable determinate features of particular situations, and the contemporary problem of abstract ideas is at least as much the problem of what it is to be aware of determinate repeatables as of what it is to be aware of determinable repeatables, Locke, Berkeley and, for that matter, Hume saw the problem of abstract ideas as the problem of what it is to be aware of determinable repeatables."
If we are willing to push the "similarity" envelope further we can go all the way back to ancient Stoics and Epicureans with their theories of perception, that involved "sense impressions" and their "processing" by the mind, or, for that matter, even to Aristotle's De Sensu. But that, I fear, would take us too far from the more specific concept that "sense data" came to be today.