After setting the data value, also choose the action "Save entity" action and remove the page redirect action which is not yet needed.
Next
Create another rule that has:
Event "After Saving new Content"
Condition: content of type y
Action: Page redirect -> [node:edit-url]
When you are done with both rules, you can set the weights of the rules so that one runs before the other. So set your rule to weight: -2 and then set the new rule to weight: -1 and save them. At the bottom of the page click on settings and you will see a drop down of values for the weights.