Bulk metallic glasses (BMGs) are metallic alloys with a disordered atomic arrangement, obtained via rapid cooling from the melt. They often exhibit unique engineering properties and form multiple complex phases. MEMS chip-based fast differential scanning calorimetry (FDSC) can be used to study the formation of metallic glasses, their stability and the kinetics of phase transformations due to the high heating and cooling rates achievable with FDSC. In this context, a simultaneous combination of calorimetric and structural characterization techniques is of great advantage. We thus modified a fast differential scanning calorimeter to enable its integration into a synchrotron X-ray beamline and characterize in situ metastable phase transformations. The setup enables the simultaneous study of the structure and thermophysical properties of materials, which was demonstrated on Zr-based BMGs used for additive manufacturing.