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Is there a variable or parameter object whose value I can set using a drop-down or some other interface while running an application?
I was able to do a workaround using an update value object, but this does not appear to be available across the workflow, as a user variable would be in MS Integration Services. Is there such an equivalent in Alteryx?
Another great question. I believe that as of right now there is no native to that allows you to create a global variable that updates throughout the entire app. However, you can build that functionality with multiple action tools coming from a single drop down list. I have attached a really poor example that doesn't have a ton of real application, but you should be able to see how you can connect to lots of places using multiple action tools coming from the drop down. This works for all of the interface tools, but you just need to make sure the data works.
In the 'Workflow Configuration' tab, go to 'Workflow'. Here you would find 'Constants'. Here is where you can declare user defined variables which is similar to Variables in SSIS. This value can be accessed across the whole workflow.
The catch here is that unlike SSIS, you can't change this variable value externally via a config file etc. It needs to be done manually every single time. I know, it is not 'Configuraiton' that you would expect.
if you still want to achieve this, what I would suggest is to maintain a flat file of variables and configuration values and use an 'Input Tool' to get this into your workflow. You would need to somehow have these config values added as extra details on to your input data and then start using them. It's not an ideal solution, it would be messy but it would still ensure you have a way of making the configuration environment specific and dynamic without having to open Alteryx.