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Stack Exchange Data Explorer (SEDE) is

an open source tool for running arbitrary queries against public data from the Stack Exchange network. Features include collaborative query editing for all graduated and public beta Stack Exchange sites

Any login SEDE user can run sql with all the data for free. It is great.

Are there similar tools or counterpart for YouTube, FaceBook, Quora, reddit and twitter?

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Not really. These sites do have an API, but they're more limited than the SQL access you get with SEDE. There may be third party tools that utilize the API to get more powerful data out of it, but which one of those comes closest to what you want to do is out of scope for this forum.

The APIs in question can be found here:

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