Receiving multiple calls from agencies after buying a property

I bought a property and everyday I am receiving calls from agencies to know if I want to rent it or sell it. It’s a bit embarrassing because they know my name and everything about the property. How is that possible ? From where do they get the data ? I have heard that there is a new law to protect people in the same situation, by giving a fine to the agency that is buying data illegally. Any info about this would be very appreciated. I am very concerned about data privacy and fighting for it