I have an integration that calls an api which downloads document from external system. How can I implement a link that user can one click download the document that is returned from that api? like documentDownloadLink(), but I guess it can only be used for downloading documents that are stored in Appian? My requirement is that user don't want Appian to store the documents copy, so I can only call the api to get the document
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That's not possible. As soon as you download the document from that API, it is stored in Appian. But you could create a process for it that downloads, then shows the download link to the user, and finally deletes the document after a grace period.