[Tex/LaTex] How to divide LaTeX table cells vertically

tables

I want my table to have separated cells. Basically double lines but I can't figure how to have horizontal lines disconnected. I tried \hline and \cline but those connect too.

This is best I can do:

enter image description here

This is how I want my table to look:
enter image description here

\begin{tabular}{|c||c||c||c|}
  \hline
  \multicolumn{2}{|c||}{First Cell}&
  Second Cell&
  Third Cell\\
  \hline
  \hline
  \begin{tabular}{@{}l@{}} Data\\ Data\\ Data\\
  \end{tabular}&
  \begin{tabular}{@{}l@{}}
    Data\\
    Data\\
    Data\\
  \end{tabular}&
  \begin{tabular}{@{}l@{}}
    Data\\
    Data\\
    Data\\
  \end{tabular}&
  \begin{tabular}{@{}l@{}}
    Data\\
    Data\\
    Data\\
  \end{tabular}\\

  \hline

\end{tabular}

Best Answer

You can achieve this with the hhline package:

Result

\documentclass{article}
\usepackage{hhline}
\begin{document}
\begin{tabular}{|c||c||c||c|}
  \hhline{|--||-||-|}
  \multicolumn{2}{|c||}{First Cell}&
  Second Cell&
  Third Cell\\
  \hhline{=:t:=::=::=:}
  \begin{tabular}{@{}l@{}} Data\\ Data\\ Data\\
  \end{tabular}&
  \begin{tabular}{@{}l@{}}
    Data\\
    Data\\
    Data\\
  \end{tabular}&
  \begin{tabular}{@{}l@{}}
    Data\\
    Data\\
    Data\\
  \end{tabular}&
  \begin{tabular}{@{}l@{}}
    Data\\
    Data\\
    Data\\
  \end{tabular}\\
  \hhline{=::=::=::=:}
  More data &
  More data &
  More data &
  More data\\
  \hhline{|-||-||-||-|}

\end{tabular}
\end{document}
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