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Shawn,

 

I've made a few API connections using the download and then parsed out JSON parse or XML parse depending on the output.  In each instance, I used Postman first to get the connection working.  Once the connections were confirmed, I would apply the parameters to text input & download tools in Alteryx.

 

Here's a bit more primer on APIs: https://community.alteryx.com/t5/Alteryx-Knowledge-Base/APIs-in-Alteryx-cURL-and-Download-Tool/ta-p/...