A Due Diligence Data Room is the place where the company places copies of the financial, legal and business documents that define the history and future of the company for prospective investors to review prior to submitting a formal offer.
http://www.duediligencedataroom.com/What-is-a-Data-Room.html
I've been involved in a few company takeover processes myself (was a member of the executive management team in a company put up for sale). My experience is that 80% of initial interested parties pulls out before entering the data room stage.
Cheers for explaining
So I think we can be safe to assume they are actually seriously interested then.