A data catalog enables an organization to maintain an inventory of its data assets by collecting and managing the relevant metadata. We conducted a systematic multi-vocal literature review on data catalogs to understand their features and usage. We systematically selected and analyzed 86 literature sources and 39 catalog tools. We first utilized the findings from the literature to develop a classification framework comprising 24 fine-grained and five high-level features, along with three maturity levels. Next, we analyzed 39 tools based on the classification framework. Organizations typically include a data catalog as a component in their big data platforms and use it to support the various phases of the metadata management lifecycle. Hence, we also mapped the catalog features to the requirements of metadata-driven big data architectures, namely data mesh, data lake, and data lakehouse. Moreover, the mappings of the features to the phases in a metadata management lifecycle were developed. Our findings shall aid organizations in making informed decisions when choosing data catalog tools and help researchers identify the critical research issues in data cataloging and metadata management.