Multidimensional Expressions (MDX) is a query language for online analytical processing (OLAP) using a database management system.
While it was not an open standard, but rather a Microsoft-owned specification, it was adopted by a wide range of OLAP vendors.
In Analysis Services 2005, Microsoft added some MDX Query Language extensions like subselects.
Products like Microsoft Excel 2007 started to use these new MDX Query Language extensions.
In the XMLA 1.1 specification, mdXML is essentially MDX wrapped in the XML