Is it possible to work with a MySQL database directly from Salesforce? If not, is the main approach to create some sort of web service to sit in the middle between the two?

Attribution to: Ryan Elkins

Possible Suggestion/Solution #1

Not possible directly, salesforce does not allow TCP connections which would be required to directly connect to mysql. It only allows HTTP(S) callouts, so an intermediate webservice of some sort if required to proxy the HTTP(S) traffic to the mysql protocol.

Attribution to: ca_peterson
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