Late last year, Microsoft decided not to share any more console shipments and focus instead on earnings, software, and Xbox Live market performance. Thus, it has been difficult to estimate how the console is doing sales-wise, which is always an interesting figure to analyse after Christmas.
However, the usually well-informed Microsoft analyst Mary J Foley openly mentioned a number the other day: suggesting that 18 million consoles are "active" (which means connected online to Microsoft's servers). This means Xbox One is probably well above the 20 million mark in total, but at least Microsoft has agreed to confirm that at least 18 million units have been shipped.
Xbox One had a very strong 2015 year in terms of releases, with several high-profile exclusives. In order to speed up the growth of its install base, the Xbox team is promising even more exclusives this year.
In approximate comparison, PS4 has sold through 35.9 million as of January 3rd, 2016 (that's units sold to players), whereas Wii U was at 10.73 million shipped back in September (which should be around 12 million by now).