Create a list that shows values that did and did not occur

As recommended by @J.M.'stechnicaldifficulties

AssociationThread[datakey, Lookup[Counts[data], datakey, 0]]

produces the result

<|1 -> 2, 2 -> 2, 3 -> 0, 4 -> 3, 5 -> 0, 6 -> 0|>

Thank you for your help.

I think you will find the following much faster for large cases.

With[{t = Tally[Join[datakey, data]]}, Transpose[Transpose[t] - {0, 1}]]

For example:

data = RandomChoice[RandomInteger[{1, 1000000}, 1000000], 10000000];
datakey = Range@1000000;
Length@Union@data

r1 = AssociationThread[datakey, 
    Lookup[Counts[data], datakey, 0]]; // AbsoluteTiming
r2 = With[{t = Tally[Join[datakey, data]]}, 
    Transpose[Transpose[t] - {0, 1}]]; // AbsoluteTiming

(r1 // Values) == r2[[All, 2]]

2.14736

0.176966

True