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Alteryx Designer offers connecting to a plethora of different data sources. What can you do if your data source is not listed? There might be still other options of connecting from Designer.
The help documentation contains an exhaustive list of supported Data Sources. If a data source is not listed there that means that it has not been tested by Alteryx and therefore Alteryx cannot support it. There are three options in this case as will be explained below. When referring to Help Documentation make sure to use the version of the documentation that matches your Designer version.
Connecting to REST API
If the data source you are trying to connect offers a RESTful API to connect to, why not build your own connector to use the data source in Designer. Simply follow the steps in the Blog article connecting to REST API in 5 Minutes No Coding. In some cases a user on Alteryx Community already did the work and created the connector. Note, that in some cases 3rd party software (potentially as a paid for offering) offer the functionality you are interested in.
Use ODBC Driver
In some cases a driver for the data source exists, but it has not been validated with Atleryx and is therefore not supported by Customer Support. The driver might provide the connectivity you are interested in, and while Alteryx cannot offer Customer Support for it, Community might still be a valuable resource.
Suggest new Product Idea
To suggest a new product feature for instance support of a currently unsupported data source create a new product idea in Community. If it already exists you can increase its visibility within Product Management by upvoting it.