It is an electrical disconnect so that you can remove the battery by unplugging rather than unbolting the battery post lugs. The factory does not carry them, Andy did not have any several years ago and the one complete set he knew about the guy would not sell them.
Since I was faced with the same problem you have in one of my battery boxes, this is what I did. I called Baker Precision in Signal Hill, CA. 800-959-7757 and talked with P.J. about making a complete new set that replaced the one I had from the fuse box to the battery box (same as your situation).
I measured the existing cables and then what I would need on the other side of the connector to the battery post lugs. I then FAXed a drawing with all lengths listed and where I needed the disconnects. He made up a custom set of #1 battery cable wires in red and black for the + and - . He put a set of quick disconnects sized to the battery cable. The cables, connectors and lead posts came to $53 plus $9.82 freight. Not cheap.
If you go to
http://store.yahoo.com/wind-sun/sb-350-2-0.html for Northern Arizona Wind & Sun and you will find Anderson SB350 Connectors for #2/0 cable for around $16 or so. You could also do an engine search and go straight to the company's website. They also have battery cables and accessories.