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While Alteryx allows for a proxy username and password in the settings, these are not passed properly to an NTLM proxy. Support for NTLM authentication would be incredibly useful for a number of corporations who utilize this firewall setup.
We currently have to either download via Python or cURL through batch commands called by Alteryx. Since Alteryx uses a cURL back-end, this should be a fairly simple addition to the existing download tool by allowing a selection of proxy server, port, and authentication method in addition to the proxy username and password. This could be done either in the tool itself or in User Settings.