Data exchange is a key factor to affect the development of Enterprise Information Management. Its goal is sharing data in the heterogeneous environment (loosely coupled, different data formats, cross-platform, cross-regional distribution environment), to use resources effectively to improve the performance of the entire information system, speed up data flowing between information systems, implement data sharing and integration. Power Enterprise has a large system, its information systems interact frequently, so how to ensure the data exchange between systems convenient, fast, safe, reliable to execute, is an important topic for Power Enterprise to research. In this paper, the objective is to implement the data exchange in the heterogeneous environment, analyze and discuss the existing data exchange technology in detail, and raise the implementation scheme of heterogeneous data exchange base on the actual situation of power enterprise. It has some reference value for power enterprise to build information system data exchange platform .