We present experimental XMLD spectra measured on epitaxial (001)-oriented thin Co$_{2}$FeSi films, which are rich in features and depend sensitively on the degree of atomic order and interdiffusion from capping layers. Al- and Cr-capped films with different degrees of atomic order were prepared by DC magnetron sputtering by varying the deposition temperatures. The local structural properties of the film samples were additionally investigated by nuclear magnetic resonance (NMR) measurements. The XMLD spectra of the different samples show clear and uniform trends at the $L_{3,2}$ edges. The Al-capped samples show similar behavior as previous measured XMLD spectra of Co$_2$FeSi$_{0.6}$Al$_{0.4}$. Thus, we assume that during deposition Al atoms are being implanted into the subsurface of Co$_{2}$FeSi. Such an interdiffusion is not observed for the corresponding Cr-capped films, which makes Cr the material of choice for capping Co$_{2}$FeSi films. We report stronger XMLD intensities at the $L_{3,2}$ Co and Fe egdes for films with a higher saturation magnetization. Additionally, we compare the spectra with textit{ab initio} predictions and obtain a reasonably good agreement. Furthermore, we were able to detect an XMCD signal at the Si $L$-edge, indicating the presence of a magnetic moment at the Si atoms.
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