The Collaborative International Dictionary of English v.0.48:

Interrogatory \In`ter*rog"a*to*ry\, n.; pl. Interrogatories.
   [Cf. F. interrogatoire.]
   A formal question or inquiry; esp. (Law), a question or
   series of questions asked in writing, usually as part of a
   lawsuit. --Macaulay.
   [1913 Webster]

Bouvier's Law Dictionary, Revised 6th Ed (1856):

INTERROGATORIES. Material and pertinent questions, in writing, to necessary
points, not confessed, exhibited for the examination of witnesses or persons
who are to give testimony in the cause.
     2. They are either original and direct on the part, of him who produces
the witnesses, or cross and counter, on behalf of the adverse party, to
examine witnesses produced on the other side. Either party, plaintiff or
defendant, may exhibit original or cross interrogatories.
     3. The form which interrogatories assume, is as various as the minds of
the persons who propound them. They should be as distinct as possible, and
capable of a definite answer; and they should leave no loop-holes for
evasion to an unwilling witness. Care must be observed to put no leading
questions in original interrogatories, for these always lead to
inconvenience; and for scandal or impertinence, interrogatories will, under
certain Circumstances, be suppressed. Vide Will. on Interrogatories, passim;
Gresl. Ea. Ev pt. 1, c. 3, s. 1; Vin. Ab. h. t.; Hind's Pr. 317; 4 Bouv.
Inst. n. 4419, et seq.