Multi-agent simulations are an upcoming trend to deal with the urgent need to predict complex situations as they arise in many real-life areas, such as disaster or traffic management. Such simulations require large amounts of heterogeneous data ranging from spatio-temporal to standard object properties. This and the increasing demand for large scale and real-time simulations pose many challenges for data management. In this paper, we present the architecture of a typical agent-based simulation system, describe several data management challenges that arise in such a data ecosystem, and discuss their current solutions within our multi-agent simulation system MARS.