No. All of your data is stored locally, on your machine, and is not shared with anyone.
We plan to release cloud sync functionality, at which time you will have the ability to opt-in/out of sharing your data with Pieces to help make our ML smarter. If you are not interested in this, no problem! All you'll have to do is head to the Settings Menu in the Pieces desktop app and uncheck the box labeled, "Send Analytics".
While sharing your analytics may help make our Machine Learning models smarter, your code will never be shared with other users or used to help provide auto-complete suggestions to anyone other than yourself.