We use a quantum sensor based on thermal Rydberg atoms to receive data encoded in electromagnetic fields in the extreme electrically small regime, with a sensing volume over 10^{7} times smaller than the cube of the electric field wavelength. We introduce the standard quantum limit for data capacity, and experimentally observe quantum-limited data reception for bandwidths from 10 kHz up to 30 MHz. In doing this, we provide a useful alternative to classical communication antennas, which become increasingly ineffective when the size of the antenna is significantly smaller than the wavelength of the electromagnetic field.