Each X-Particles particle carries with it quite a large amount of data specific to itself (color, speed, age, etc.).
More data is added by some modifiers or, if you add it, by turning on features such as particle rotations in the emitter.
However, there may be times when you want to add some specific data to each particle which is not already available.
You can do that by adding Custom Data in the emitter; the various parameters shown for each item of custom data are explained in the Extended Data tab of the xpEmitter:
The xpCustomData modifier is used to manipulate this custom data for various effects.
Object tab for xpCustomData.
Check this box to enable the xpCustomData modifier.