Data associated with the manuscript titled "Multi-millijoule coherent terahertz bursts from picosecond laser-irradiated metal foils"

STFC: Access time: experiment (App. No. 16110035) National Nature Science Foundation of China (Grants No. 11520101003, 11827807, and 11861121001) Strategic Priority Research Program of the Chinese Academy of Sciences (Grants No. XDB16010200 and XDB07030300) National Key Research and Development Program of China (Grant No. 2018YFA0404801) Newton UK grant National Postdoctoral Program for Innovative Talents (Grant No. BX201600106) EPSRC (Grant numbers EP/R006202/1 and EP/K022415/1)