1. A computer implemented method in a data processing system for caching peripheral component interconnect device data, the computer implemented method comprising: responsive to probing a first peripheral component interconnect device within a plurality of different peripheral component interconnect devices included on a peripheral component interconnect card, discovering peripheral component interconnect device data that resides in a peripheral component interconnect expansion memory connected only to the first peripheral component interconnect device, wherein only the first peripheral component interconnect device within the plurality of different peripheral component interconnect devices includes a peripheral component interconnect expansion memory, and wherein the peripheral component interconnect data within the peripheral component interconnect expansion memory includes a plurality of different microcodes used to enable matching peripheral component interconnect devices within the plurality of different peripheral component interconnect devices to execute; caching the peripheral component interconnect device data to form cached peripheral component interconnect device data; and configuring the cached peripheral component interconnect device data to enable the plurality of different peripheral component interconnect devices included on the peripheral component interconnect card to execute.