I assume you want to do a data compare. What Filip said above is true. In general data compare is done between connected sources. XML is not one we tend to use much. We connect to excel and csv and use these in a compare.
If you want to try this you need to use the build below and use your Hive ODBC connector. Our native Hive connector is not supported in Data compare and we recently made a fix to support Hive through ODBC.
http://community-downloads.quest.com/toadsoft/tda/ToadDataPoint_pro_4.2.0 Hive Fixes QAT-10517.zip