The data window displays the Date based off of the location of the Pointer, Open (O), High (H), Low (L), Close (C) for where the pointer is positioned or the current data. As well the Data Window will display any Study values that are added to that Chart.
The Data Window can be selected from the toolbar shown below, or by right clicking on the chart and selecting "Data Window", or by choosing the "Chart" tab from the menu bar at the top of the screen and selecting "Data Window".