How to read and open .DAT files in Windows. The first thing to understand about .DAT files is that it indicates a file that has arbitrary data. That means it’s not associated with any one particular program or application. When you see a file with a .XLS extension, you know it’s referring to an Excel file, and so on. But with .DAT files, you have to figure out how to open it yourself and it may not be the same program each time.

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