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Just to get some clarification here: are you waiting for the file to be placed in this directory by another application?
If so, what application puts the data there?
Are you wanting the contents of this file to trigger a process in Alteryx?
If I'm understanding this correctly, you might not even need a macro to iterate through a constant check for a file. Alteryx can be called from the command line (and therefore triggered by other applications).
Let me clarify better my usecase: I have a workflow which...
1.) creates a file with instructions and uploads it to an ftp-server
2.) once uploaded the file should wait for the DONE-file which is created by a different process
3.) as soon as the DONE-file is available gets the data-file and continues
So the answer is yes - the 2 files (DATA-file containing the data, DONE-file indicating that the DATA-file is available) are placed into a directory by a different application which is triggered with 1.) and gives as result the 2 files. I have no influence on that application and therefor need to handle it with the steps 1.) - 3.).