The XML language is a W3C standard sustained by both the industry and the scientific community. Therefore, the available information annotated in XML keeps and will keep increasing in size. Nonetheless, not only the volume of the XML information is increasing but also its complexity. The XML documents evolved from plain structured text representations, to documents having complex and heterogeneous structures and contents: video descriptions, mathematical formulas, time series or sequences like musical pieces or biological data. In this article we introduce a retrieval scheme designed to manage sequential data in an XML context based on two levels of approximation: on the structural localization/organization of the sequential data and on its content. To this end we merge methods developed in two different research areas: XML information retrieval and sequence similarity search. We also provide adapted index structures and operators for approximate query sequential data in a heterogeneou...