Hello, I'm calling to ask for information which could be used for identity theft, is now a good time?

A fairly standard afternoon, the telephone rings.....

Caller: Hello, may I speak to Mr Lane?
Me: This is he
Caller: Hi there, I'm calling from Sky Television, how are you doing today?
Me: I'm good, thank you; how are you?
Caller: I'm fine thanks.  I'm calling to make sure we're offering you the best deal this year
Me: Alright, good
Caller: I'm going to need to ask you some security questions first though, is that ok?
Me: What sort of security questions?
Caller: Could you confirm the first line of your address?
Me: No
Caller: Excuse me?
Me: No, I cannot
Caller: May I ask why?
Me: Well, I don't know who you are, you've cold called me, I'm not going to provide any personal information
Caller: Well, if you'd called the contact centre, you'd be asked for this same information
Me: Perhaps, but I would have called the contact centre; you called me
Caller: Well, if you don't then we can't proceed
Me: I understand that, but I didn't call you, so it sounds like you want to talk to me more than I want to talk to you
Caller: Ok, well I'm not going to be able to help you today then sir
Me: Yeah, I think I'm ok with that
Caller: Ok, bye

I feel I put forward a valid argument for not wanting to reveal personally identifiable information to a random 3rd part, but the caller's response was tantamount to 'yeah, well...that's your problem'.

As I figure it, either he was a con-artist and thought he'd try it on.  Or, he genuinely worked for Sky and is following a remarkably poor policy.

It is not my responsibility to confirm who I am, to someone who cannot do the same to me.

I don't care for the notion that I am beholden to a service provider of mine.  Now, statistically, I'm willing to bet that it probably was a Sky representative, but it doesn't matter; it's not my responsibility to risk any of my security in exchange for the possibility of a better deal from a television provider.

The 'industry' (I appreciate that's a hugely collective term, but I'm using it to describe people other than the consumer) must come up with a more robust procedure of addressing these issues, not me.

I've heard of some organisations having a password service whereby when they call you, they can provide you with a password you chose upon registration, this I'd be keen to try.

Until such time that a more consumer-friendly procedure is introduced, I won't be providing any information over the phone to cold-callers and frankly, they shouldn't be asking for them.