An electrical shielded data connector includes an inner terminal support housing (4, 404, 520) carrying a plurality of electrical terminals such as (30, 560) where the terminal support housing includes shield members (130, 160; 330, 360; 460; 516, 518) surrounding the terminal support housing (4, 404,520). The shielded sub-assembly is insertable into an outer housing (70; 512, 514) and is latchably attached therein and a rear support plate (95) and cable support member (110) can be assembled around a cable after the termination of the multi-conductor cable. The cable support member (110) can be positioned in one of two orientations to provide for either a straight through or an angled cable exit. A cross talk shield (200, 524) is positioned in a stuffer cap (180, 522) and is situated between adjacent terminals (30, 560) when in the final position. Another cross talk shield (220, 320) is positioned in a slot (50, 450) intermediate the terminals (30) at the lower side thereof.