As a significant business paradigm, many online information platforms have emerged to satisfy society's needs for person-specific data, where a service provider collects raw data from data contributors, and then offers value-added data services to data consumers. However, in the data trading layer, the data consumers face a pressing problem, i.e., how to verify whether the service provider has truthfully collected and processed data? Furthermore, the data contributors are usually unwilling to reveal their sensitive personal data and real identities to the data consumers. In this paper, we propose TPDM, which efficiently integrates Truthfulness and Privacy preservation in Data Markets. TPDM is structured internally in an Encrypt-then-Sign fashion, using somewhat homomorphic encryption and identity-based signature. It simultaneously facilitates batch verification, data processing, and outcome verification, while maintaining identity preservation and data confidentiality. We also instantiate TPDM with a profile-matching service, and extensively evaluate its performance on Yahoo! Music ratings dataset. Our evaluation results show that TPDM achieves several desirable properties, while incurring low computation and communication overheads when supporting a large-scale data market.