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If you are referring to Financial product Markup Language, I believe that this format is just XML, correct? You should be able to either read these files in as XML, or you can parse XML after the fact with the XML parsing tool.
I am not an expert with fpml files, but a little research showed me that part of the process is comparing the files to established templates to see if there are missing fields/values as part of the process. It would seem like you could perform the same XML import/parsing operations on both the file and the template and then compare them with a workflow, I just haven't done this in practice yet.
There were also some Python examples in the search results I found so if you wanted to leverage one of the fpml analyzers using that method you should also be able to leverage a script like that in the Python tool in an Alteryx workflow. In any case, I am interested to see what your experience is like and if I can assist with any followups!