Efficiently using grid systems faces many challenges. One of them is the efficient exchange of data between distant components exacerbated by the diversity of existing protocols for communicating participants. Some protocols support communications efficiently but require pre-distributing some application-specific information to the participants. This increases the complexity of application development and deployment, and the process becomes cumbersome for large grids with significant diversity of components. Some other protocols can deal well with diversity but suffer from extremely high overheads. We propose a communication protocol based on XML messages that combines the advantages of both kinds of protocols. It explores the self-contain property of XML to satisfy the requirement of easily integrating diverse participants while it uses compressed formats to encode numeric data in an effort to reduce overheads.