Tried looking, but hard to when you don't know what its called and can't get more specific than the thread title.

This is what connects to the port under the steering wheel, and then the software on the computer.

Can I get it? How much is it if so?

It would sure save some trips to the dealer to read error codes. Also they like to moan about my aftermarket parts on the car and how they're "bad" and I should only use BMW oem equipment. (So I don't have to listen to that either)

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2006 X5 3.0i E53
2009 X5 3.0i E70