In this work, we address the liability issues that may arise due to unauthorized sharing of personal data. We consider a scenario in which an individual shares his sequential data (such as genomic data or location patterns) with several service providers (SPs). In such a scenario, if his data is shared with other third parties without his consent, the individual wants to determine the service provider that is responsible for this unauthorized sharing. To provide this functionality, we propose a novel optimization-based watermarking scheme for sharing of sequential data. Thus, in the case of an unauthorized sharing of sensitive data, the proposed scheme can find the source of the leakage by checking the watermark inside the leaked data. In particular, the proposed schemes guarantees with a high probability that (i) the malicious SP that receives the data cannot understand the watermarked data points, (ii) when more than one malicious SPs aggregate their data, they still cannot determine the watermarked data points, (iii) even if the unauthorized sharing involves only a portion of the original data or modified data (to damage the watermark), the corresponding malicious SP can be kept responsible for the leakage, and (iv) the added watermark is compliant with the nature of the corresponding data. That is, if there are inherent correlations in the data, the added watermark still preserves such correlations. Watermarking typically means changing certain parts of the data, and hence it may have negative effects on data utility. The proposed scheme also minimizes such utility loss while it provides the aforementioned security guarantees. Furthermore, we conduct a case study of the proposed scheme on genomic data and show the security and utility guarantees of the proposed scheme.