Hello Richard,
as Cameron mentioned: This is expected. A external Contact is, as the name says, a contact beyond Genesys. If this external Contact is something you host within Genesys, then you will have to use other transfer methods. Transferring to external contacts greates a new incoming call in Genesys and with it a new conversation ID. That is the reason why you can not use participant data.
If - for some reason - you are forced to use transfer to external contact - you need to find another way to transfer data. If the callers ANI is transmitted while transferring you could match data written in a data table via caller ANI. But that will not cover cases the customer supresses his ANI.
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Christoph Domaschke
Produktmanager Kunden-Dialog-Center
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