An envelope is used to group similar data into an individual EDI message, similar to a physical envelope for paper documents.

Merriam-Webster Online Dictionary
envelope (noun)
1.
a flat usually paper container (as for a letter)
2.
something that - envelops wrapper the envelope of air around the earth
3.
a) the outer covering of an aerostat
b) the bag containing the gas in a balloon or airship
4.
a) a natural enclosing covering (as a membrane, shell, or integument)
b) a lipoprotein unit membrane that forms the outer layer of some virions
5.
a) a curve tangent to each of a family of curves
b) a surface tangent to each of a family of surfaces
6.
a set of performance limits (as of an aircraft) that may not be safely exceeded , also the set of operating parameters that exists within these limits
7.
a conventionally accepted limit - new computers that push the envelope