Hi, After your file is downloaded, it will not be easy to convert the file to .xlsx in ADF without using custom programming. This is due to the fact that, ADF has not got a .xlsx based sink.
Instead of using .xlsx based dataset, you can use a delimited text file in the source, which will work even when not mentioning the extension.
But if you want to store the file as .xlsx for further usage, only option i see is to use Az. Functions or Databricks Notebook to convert the extension less file to .xlsx file using Pandas\C#.Otherwise, if you are able to manage to download the file name with extension from API, it should be straight forward to use copy activity to load to SQL
Please let us know for further questions/ doubts on this. Thanks