Just called "Data Transfer Cable". There are loads of them on Amazon for around a tenner (probably 20, at PC World). Never actually used one, so not sure if one better than another.
They are apparently pretty slow, so may not be best choice for moving a LOT of data. If you've got USB 3, and a suitable external hard drive, there's a program called "Windows Easy Transfer", available as free download, from Microsoft. You need it on both laptops, but bit quicker, and, as name implies, fairly easy to use.