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If you choose to set your custom data schema as available in the left-side menu, then you need to choose an icon. You can do it by clicking here:
The icon search menu will then open up:
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Once you have selected the Icon and save, you will need to reload the page in order to see it show up on the left side menu.
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Editing Custom Data
Once you have created the custom data schema, you can then create new custom data items by viewing the menu on the left.