Get custom atrribute value with JQuery of an datalist

Question

im trying to get the value of an custom attribute in a datalist with no success, someone can help me?

The Datalist

<div class="form-group col-md-6">
     <label for="sel_cidade">Cidade</label>
     <input type="text" name="sel_cidade" id="sel_cidade" list="sel_municipio" class="form-control">
     <datalist id="sel_municipio" name="sel_municipio">
         <?php
             foreach ($selectMunicipioIBGE as $r ) {
                echo '<option data-value="' . $r->cidadeCodigo . '">' . $r->cidadeNome;
             }
         ?>
     </datalist>
     <input type="hidden" name="sel_cid" id="sel_cid">
</div>

The JQuery

$("#sel_cidade").on("change", function () {
    console.log($("#sel_municipio").val($("#sel_municipio").attr("data-value")));
});