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How would you do this with the REST API?
I've attempted to call CreateUpdateLead using "cookie" as the lookup field, with the cookie value (which the documentation suggests should be possible), and I get this response:
{"requestId":"4796#14db56a6081","success":false,"errors":[{"code":"1006","message":"Lookup field 'cookie' not found"}]}
What steps, or what other API(s) do I need to call to update the anonymous lead if all I have is a cookie?