Should I use database extraction or web crawling for OpenAI assistant Q&A integration?

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This is doable with OpenAI Assistants by feeding files as additional context. I'm wondering if anyone has done this already as I'm contemplating whether to use the underlying database directly to extract the data, or whether to use some sort of Website Crawling approach as I would like the model to answer questions in a chat interface, but also provide a link to the Q&A site in the answer.

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