Hello,
The feature applies mainly to scatter plots and is as follows:
* The user has the ability to select individual data points by clicking on them after which they are highlighted.
* The user has the ability to select regions of points by clicking and dragging. These regions can be a lasso, rectangle, oval, free form, or any other shape.
* The user has the ability to select multiple points or regions of points simultaneously (i.e. previously selected points/regions don't "unselect" when the user selects new ones).
An example of this is this Lightning Charts example: https://lightningchart.com/lightningchart-js-interactive-examples/edit/lcjs-example-0040-customLassoInteraction.html?isList=true
I'm also attaching a script that you can copy and paste into the example above which shows the ability to select rectangular regions and individual data points.