We describe an Action-by-Design-Component (ADC) framework to guide auditory interface designers for exploratory data analysis. The framework characterizes data interaction in the auditory mode as a set of Auditory Information Seeking Actions (AISAs). Contrasting AISAs with actions in visualizations, the framework also discusses design considerations for a set of Design Components to support AISAs. Applying the framework to geo-referenced data, we systematically explored and evaluated its design space. A data exploration tool, iSonic, was built for blind users. In depth case studies with 7 blind users, with over 42 hours of data collection, showed that iSonic enabled them to find facts and discover trends of geo-referenced data, even in unfamiliar geographical contexts, without special devices. The results also showed that blind users dramatically benefited from the rich set of task-oriented actions (AISAs) and the use of multiple highly coordinated data views provided by the ADC framework. Some widely used techniques in visualization, with appropriate adaptation, also work in the auditory mode. The application of the framework to scatterplots shows that the framework can be generalized and lead to the design of a unified auditory workspace for general exploratory data analysis. Readers can view a supplementary video demonstration of iSonic by visiting www.cs.umd.edu/hcil/iSonic/.