As per the issue in https://learn.microsoft.com/en-us/answers/questions/467308/calling-rest-api-with-web-activity-cannot-parse-th.html, there API is going to download a file.
So, when your API is going to download a file then we should use HTTP connector. If response is going to json data back not downloading an file then we should use REST connector.
Consider below steps of implementation to make it work.
Step1: Create a dataset with HTTP Connector as your API going to download file.
Step2: Create a dataset for your sink
Step3: Use Copy activity, use step1 dataset as source and step2 dataset as Sink.
Hope this helps. Please let us if know if any further queries.
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