If you change Gravity Forms so the form action points to a 3rd party URL you will lose validation. This isn't recommended. There are other ways to integrate with 3rd parties that are more efficient and maintain complete Gravity Forms validation and functionality.
If you want to post data to a 3rd party there are API hooks you can use to do this when the form is submitted. We are also planning on creating an Add-On that will enable posting data to 3rd parties by mapping fields using a visual UI.
Currently there isn't an option to not store the entry in the database, however this can be done via a simple customization and code snippet which we can provide you with. It is a feature we plan on adding so a code snippet won't be necessary in the future.
Posted 9 years ago on Thursday May 26, 2011 | Permalink