I want to dynamically send parameters in the request and use an API to get various data.
Something like : "api.thomsonreuters.com/?parameter=gdp&country=USA&dateFrom=01.01.2019&dateTo=26.04.2019"
@chingiz.salkhanov you need to have a look at one of the existing enterprise APIs, like Datascope, the important thing would be to get the right license. I suggest you contact your local Refinitiv office and raise this with a product sales specialist.
To add to Evgeny's answer, the first thing you need to do is list all your data requirements. That will help determine what product has the required coverage and can deliver it. Once that is done the integration with Power BI can be discussed.
If you determine with a product sales specialist that DSS (Datascope Select) is a good fit, then note that it is possible to integrate DSS and Power BI, the following article on this topic describes how to do it.