The current commercial and academic OLAP tools do not process XML data that make use of XLink. To develop OLAP systems for helping in the analysis of such data, this paper proposes an analytical query language, namely LMDQL (Link-based and Multidimensional Query Language). Before presenting LMDQL, a multidimensional data model based on XLink is given. Then, the LMDQL syntax is detailed together with its operators and a discussion on its processor architecture. Finally, a case study based on XBRL Dimensions documents is given. XBRL can be seen as a standard used in the publication of financial data over internet and contains linkbases based on XLink.