It's called an EIO Plug. When you start tuning and using widebands in many different cars you might need more than one.
HP Tuners sells them $5.76 each HPTuners.com >> Performance At Your Fingertips
Mouser sells them $7.89 each 1840421 Phoenix Contact | Mouser
Vicous MotorSports sells them $5.76 each Vicious Motorsports: Orders
And then as you are expecting, there is a reason to the post.
Digikey sells them $2.58 each and will ship cheap first class. 20020004-D081B01LF FCI | 609-3803-ND | DigiKey
Hp Tuners
MPVI Pro
DHP
Easy
