In general it means data accordance to some rules. For example unique key in database table is a way to ensure data integrity. However while this question is in Functional Testing Forum, I assume you want to know how to test data integrity, right? Well you should define business rules for data, e.g. money transfer from one account to another canít be less or equal to 0; two items can not refer each other as child, etc. When you have them defined, you could test them.