EDI is something that was (and I guess still is) popular in the mid 90's, and is basically a 'message interchange' format.
It's not a protocol - unlike say, tcp, or netbios, or IPX (netware).
It's a way of saying 'I'm sending you a message, and it's in <this> predefined format' to supply data from one system to another, where the systems aren't necessarily the same but *have* to agree on exactly what data will be sent, and it what format.
Things like : Name, Age, Car Part number could be defined in your EDI spec when your Cash Register is talking to your back-end inventory system. The 'EDI' bit will define exactly how many letters your name can be, wether your age is 2 digits, 3 digits, or an offset from 1900, and so on.
It's used alot in financials (and I personally used it in an Insurance company) for transferring data in a fixed, accountable format.
These days XML is taking over where EDI left off.
So, long answer, above. Short answer is 'EDI is a message transfer format'. Whereas 'Internet', 'Intranet' and LAN's are the networks over which the message is transmitted.
Slick.
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