He's the agent of the nine, The nine are Deep-Orbit warminds, He is Jovian, to be Jovian means to live on or around Jupiter.
You can watch an interesting video on planet destiny about Xûr.
http://planetdestiny.com/xur-agent-nine/
English
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The video is dated as the Red Death Xur was selling in it still had the last line in its flavor text that Bungie removed. The author if the video also took the list of ideas of who the Nine are as actual fact that they are all of them, or each member is represented by a point on the list