An FSX file is a script file written in F#, a functional-first, multi-paradigm programming language that is part of the .NET ecosystem. Unlike standard F# source files with the .fs extension, which are typically compiled into assemblies like DLLs or EXEs as part of a larger project, .fsx files are specifically designed for interactive execution and scripting. They are commonly used with F# Interactive (fsi.exe), allowing developers to run code snippets immediately without a formal compilation step. This makes them ideal for data analysis, prototyping, automation tasks, and exploratory programming. Within an FSX file, developers can use special preprocessor directives such as #r to reference external libraries or #load to include other script files. Because F# is strongly typed and supports functional, imperative, and object-oriented programming, FSX scripts provide a robust and performant alternative to traditional scripting languages like Python or PowerShell, especially when working within the Microsoft development stack. They are widely utilized in the financial sector and data science communities due to F#'s strong mathematical capabilities and safety features.