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The caching functionality works by writing the data out to an Alteryx database file the first time it is run and then reading from this database for subsequent runs. Until Alteryx implements the multiple caching functionality, you can reproduce this by splitting your workflow in two parts with the first part containing all your inputs that directly write to separate Alteryx DB files. In the second workflow, change your inputs from the original sources to the corresponding DB files and continue processing.
This is a little bit more setup work, but if you need to run often, the time savings can be dramatic. This especially true when you're developing and if you're reading from the web, but even large excel files benefit from this technique. We had a 1 million row X 40 column .xlsx that took about 1.5 minutes to read and parse. Once the data was put into a DB, the data was read in about 2 seconds. Alteryx put some serious work into the speed at which data is written to and read from these proprietary DB file formats.