I have been using shared data connections recently, but have been experiencing issues with Alteryx crashing when connecting to large data sets. I have experienced this using SQL connections and ODBC connections to Redshift.
Is the input tool caching all the data when using shared data connections?
Any suggestions on ways I can improve performance when connecting to large data sets via shared data connections?
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From everything I've seen about the shared data connections it is just an Alias that lives on the server (no caching). If anything I'd say make sure you have a solid network connection, since it has to pull from the server before connecting to the data source.
For improving performance, it depends on the data source.
Are you using 64 bit connections when possible?
The only real way I've gotten the connection to load faster is by setting the data input to open to the SQL editor by default. Also, there is local caching of table lists for some ODBC connections, so make sure to refresh the list from time to time.