As part of the SharePoint SDK, the Visio team has published more documentation about creating Custom Data Providers. As you may recall, Visio drawings can connect to a variety of data sources, including Microsoft Excel files, SharePoint lists, SQL databases, and any other ODBC-compatible data source. In you want to connect to a different data source, you can create a custom data provider. With a few lines of code, your custom data provider can connect to data from a variety of data sources such as XML files, Web services, OLAP cubes etc…
outlines all the steps required to create, configure and install a custom data provider. The complete
object model reference
of custom data providers is also available.
As usual, please comment on the blog if you have any questions or comments to share.