If you already have an XI or PI system, use that.
If not, then write an ABAP that creates the XML file… It’s not much more than a specially formatted report, with the following exceptions:
Written to a file instead of spool (although you could ,
special ‘tags’ written before and after each record,
speaical tags before and after each field.
You may find it usefull to use an XML validator during testing. You can get free ones from sites such as http://www.xmlfox.com/ or for more serious XML work, http://www.xmlcooktop.com/