Working in a quenched setup with Wilson twisted mass valence fermions, we explore the possibility to compute non-perturbatively the step scaling function using the coordinate (X-space) renormalization scheme. This scheme has the advantage of being on-shell and gauge invariant. The step scaling method allows us to calculate the running of the renormalization constants of quark bilinear operators. We describe here the details of this calculation. The aim of this exploratory study is to identify the feasibility of the X-space scheme when used in small volume simulations required by the step scaling technique. Eventually, we translate our final results to the continuum MSscheme and compare against four-loop analytic formulae finding satisfactory agreement. (C) 2016 The Authors. Published by Elsevier B. V. This is an open access article under the CC BY license.