> I also mentioned previously that I have modified the FTP Client to 
> download to a String rather than a file or a Stream. 

Unless you create a string that is hundreds of thousands of bytes long,
or continually extend it each time it's written, you risk overflowing a
string since they are not inherently dynamic. 

> If I ditch the "Download to String" idea and download to a stream, 
> can I do this without having any disk activity. Is the stream
> created in memory or on the disk.

A Delphi TStream is an abstract data type, the underlaying format depends
upon which specific descendent is created, it may be a memory stream,
file stream or various others like buffered streams which are a mix of
the two.  

To save directory listings to a stream, you have something like:

var DirStream: TStream ;

DirStream := TMemoryStream.Create ;
FtpClient.LocalFileName := '' ;
FtpClient.LocalStream := DirStream ;

FtpClient.Dir ;

// process stream 

DirStream.Free ;
FtpClient.LocalStream := nil;


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