Continuous harassment from MyWay

I received a cold call from a MiWay consultant yesterday offering me a quote on my short term insurance. In the past (I'd say ±3 or more years ago) I've given MiWay the opportunity to quote on my insurance and they couldn't beat the premium I am paying with my current insurance. I asked the consultant to remove my name and my detail from their website. Since then, every now and again I get a call from a consultant who wants to quote me on my insurance. Every time I ask them to remove my details from their database, yet they have continued to harass me to give me a quote. Can someone please advise if a company is allowed to retain my details and frequently harass me even when I've asked them to remove me from their database? I want to report MyWay to the Ombud.