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Data header is a broad term for preliminary information that helps prepare an end device for further, more specific information.
Depending on what field of the IT industry one may be working, the term header can refer to any number of things. When referring to headers in a networking context, a header could refer to the initial set of bits transmitted by an end device that describes what the receiving end device can expect to receive throughout the data stream.
When referring to headers in a web development context, a header could refer to the beginning portion of an HTTP packet which contains information such as browser type, language, content type, and so on.
To muddy the waters even further, headers in an overall computer science context can refer to header files that a programming compiler can reference prior to the program's run time.