The X-11 algorithm has been used for seasonal adjustment of official statistics for decades. It is the seasonal adjustment core X-12-ARIMA, X-13ARIMA-SEATS and in x13 in JDemetra. Despite its popularity, its use is restricted to halfyearly, quarterly and monthly data. Yet, new data structures play an increasingly important role. The number of weekly and daily time series has surged in the last years and more frequently they are used for economic analysis. Here, we detail the X-11 algorithm and show how it can be generalised to an arbitrary integer-valued frequency, such as those relevant for daily data.