I have quite a few RGB LEDs to wire up for a project and I want to be able to plug the four LED legs into a socket, something like a four terminal of [
this].

I have been looking at a few websites like digikey but i'm not sure exactly what sections I should be looking in. What is this type of thing called, a header pin cable? There seems to be a few similar products but with different names.
I think the pitch of the LED pins is approx 1.27mm (0.050")
Does anyone know where I might find something like this?