Aims. We present the first X-ray observations with the XMM-Newton and INTEGRAL satellites of the recently discovered cataclysmic variable 1RXS J173021.5-055933, together with simultaneous UV and coordinated optical photometry aiming at characterising its broad-band temporal and spectral properties and classifying this system as a magnetic one. Methods. We performed a timing analysis of the X-ray, UV, and optical light curves to identify and to study the energy dependence of the fast 128 s pulsation over a wide energy range. X-ray spectral analysis in the broad 0.2â100 keV X-ray range was performed to characterise the peculiar emission properties of this source. Results. We find that the X-ray light curve is dominated by the spin period of the accreting white dwarf in contrast to the far-UV range, which turns out to be unmodulated at a 3Ï level. Near-UV and optical pulses are instead detected at twice the spin frequency. We identify the contributions from two accreting poles that imply a moderately inclined dipole field allowing, one pole to dominate at energies at least up to 10 keV, and a secondary that instead is negligible above 5 keV. X-ray spectral analysis reveals the presence of multiple emission components consisting of optically thin plasma with temperatures ranging from 0.17 keV to 60 keV and a hot blackbody at âŒ90 eV. The spectrum is also strongly affected by peculiar absorption components consisting of two high-density (âŒ3 Ă 10 21 cm â2 and 2 Ă 10 23 cm â2 ) intervening columns, plus a warm absorber. The last is detected from an OVII absorption edge at 0.74 keV, which suggests that photoionization of pre-shock material is also occurring in this system. Conclusions. The observed properties indicate that the accretor in 1RXS J173021.5-055933 is a white dwarf with a likely weak magnetic field, thus confirming this cataclysmic variable as an intermediate polar (IP) with one of the most extreme spin-to-orbit period ratios. This system also joins the small group of IPs showing a soft X-ray reprocessed component, suggesting that this characteristics is not uncommon in these systems.