I thought that all of the ATF data was 'Tax records' and if it is, it is against the law for any of this data to be shared with any other agency with out a warrant right? Or am I of in left filed here?

NFA-related items are mostly classical tax records and thus can't be shared normally. Trace data is mostly about serial numbers and form 4473 sheets, though, and the maintenance of those records is a Gun Control Act of 1968 item.

It's still technically a tax record (with the 11% from Pittman-Robertson for handguns, plus the manufacturing tax), but apparently sharing that sorta data is 'acceptable'.