In general the target local directory (the root destination path) has to exist prior to the download. FTP is an exception, it creates the folder. Subfolders are created automatically with whatever protocol.
I have a job set up in SSIS that loops through a database which contains a mix of FTP and SFTP accounts. The SSIS job creates a temp text file containing the script for WINSCP to execute via the command line (Execute Process Task).
When an FTP account is used, the resulting GET request creates the local directory if it doesn't exist.
However when an SFTP connection is established - it merely returns "cannot find file specified" error.
Can anyone shed some light on this before I pull what's left of my hair out?