Data prefetching is an effective way to bridge the increasing performance gap between processor and memory. As computing power is increasing much faster than memory performance, we suggest that it is time to have a dedicated cache to store data access histories and to serve prefetching to mask data access latency effectively. We thus propose a new cache structure, named Data Access History Cache (DAHC), and study its associated prefetching mechanisms. The DAHC behaves as a cache for recent reference information instead of as a traditional cache for instructions or data. Theoretically, it is capable of supporting many well known history-based prefetching algorithms, especially adaptive and aggressive approaches. We have carried out simulation experiments to validate DAHC design and DAHC-based data prefetching methodologies and to demonstrate performance gains. The DAHC provides a practical approach to reaping data prefetching benefits and its associated prefetching mechanisms are proven more effective than traditional approaches.