@NJ that NSQL syntax is the syntax for a proper parameter (like you'd use in a portlet) or in a parameterised lookup (where you would then associate that parameter with an attribute on the object to which you are associating the lookup), the idea here is to read the 'id' from the URL of the page and that is where that XML syntax is used (just like it can be used in a portlet's NSQL query)
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For the record, in my recent usage of this technique, I was using the syntax ; @WHERE:PARAM:XML:INTEGER:/data/param_yymm/@value@ and that was picking up the 1410 value from my URL that looked like this; blahblahblah/niku/nu#action:e3_m_perf_p_t&frame_id=5054049¶m_yymm=1410&prj_id=5000000
( e3_m_perf_p_t being the tab id on my portlet page)
The only other thing might be that my lookup field is in a page-filter portlet rather than a normal one, but I can't think that that makes a difference.