We introduce a class of transformations of finite data words generalizing the well-known class of regular finite string transformations described by MSO-definable transductions of finite strings. These transformations map input words to output words whereas our transformations handle data words where each position has a letter from a finite alphabet and a data value. Each data value appearing in the output has as origin a data value in the input. As is the case for regular transformations we show that our class of transformations has equivalent characterizations in terms of deterministic two-way and streaming string transducers.