Efficient mechanisms for data structuring and formatting are indispensable for managing data traffic between and within federated Cloud environments to avoid excessive bandwidth cost and to ensure portability and interoperability. This facilitates provider-agnostic communication, which is essential for interoperable inter-Cloud deployments and portable integration of service components, both with one another and with the underlying Cloud platform. The existing data interchange formats for structuring and serialising data have not yet been analysed in the context of data communication in Clouds. Thus, to address this issue, the determination of an appropriate data interchange format for Clouds is necessary. In this paper, we present a performance analysis of some selected data interchange formats to assess their efficiency in terms of their usability in realising a common messaging format for communicating data in Clouds. We first describe the characteristics of each data format for clear understanding. As a basis for the analysis, we introduce a Cloud use case scenario comprising the transmission of monitored data as messages. The communication means is achieved with a novel message bus system designed to integrate the data interchange formats. We present some evaluations of the formats and compare their compactness for supporting efficient data transmission in Clouds.