Newsday reports the request by the Department of Education's Inspector General is part of a review of the district's spending.
The letter, sent from the Education Department to superintendents of the schools, request records on payments of $10,000 or more to vendors and the income tax forms associated with paying consultants and other individuals.
Rockville Centre Superintendent William Johnson said he's scratching his head trying to figure out what investigators want.
Jericho Superintendent Henry Grishman said he's never seen a request for data of this size.
Investigators refused to answer any questions regarding the case, but said it's within their bounds to audit anyone that receives federal money.
Investigations are nothing new to some Long Island school districts. Local and state agencies are looking into the books of the Roslyn and William Floyd districts and a state comptroller is auditing 23 districts.
Criminal investigations are being carried out throughout the districts as well.