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)
a flat usually paper container (as for a letter)
something that - envelops wrapper the envelope of air around the earth
a) the outer covering of an aerostat
b) the bag containing the gas in a balloon or airship
a) a natural enclosing covering (as a membrane, shell, or integument)
b) a lipoprotein unit membrane that forms the outer layer of some virions
a) a curve tangent to each of a family of curves
b) a surface tangent to each of a family of surfaces
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
a conventionally accepted limit - new computers that push the envelope