To get delivery status and incoming SMS Messages, you need to set webhook endpoints in CRM Messaging Developer Console Text Messaging for Marketers and Sales Reps – CRM Messaging (crm-messaging.cloud)
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Delivery Status Payload
You will get real-time updates on your delivery webhook endpoint with message status as sent, delivered, and undelivered in the status field and the channel will be sms.
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In case your message fails to deliver, you will get a response with an error code as shown below and channel will be sms
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Incoming SMS Message
For each incoming SMS message, you will be notified on the incoming webhook with a payload looking like with channel as SMS,
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Note that msg field will have message body and media field will have a media attachment URL.