If the message was sent/received using a format other than CSV, the 'Activity Details' screen will look different. Below is an example of the activity details screen for a Load Web Sales Order upload done using JSON via REST API.
Below is an example of the activity details screen for a Load Web Sales Order upload done using XML via FTP. There were two sales orders in this file and both failed. The failure message for the first sales order is highlighted below.
This includes the received Request, Header details and Response. 
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