415 Unsupported Media Type - CORS

Below is my code:
var pivot = $("#pivotContainer").flexmonster({
toolbar: true,
report: {
"dataSource": {
"dataSourceType": "ocsv",
"filename": "http://localhost:63594/api/reportView/33/620X/"
},
"options": {
"grid": {
"type": "flat"
},
configuratorActive: false
}
},
licenseKey: "XXX",
 
The API is giving back the data correctly. Currently, I am running everything locally and have tried with Chrome, IE, firefox and all of them give the below error:
Unable to open file http://localhost:63594/api/reportView/33/620X/?418407495.

It seems that this file doesn't exist or 'Access-Control-Allow-Origin' header is absent in the resource requested.
 
I already allowing CORS in API. When I view the console the error I get is: 415 Unsupported Media Type
 
jquery.min.js:4 GET http://localhost:63594/api/reportView/33/620X/?report=ft_cl_org_income_statement&418407561 415 (Unsupported Media Type)
send @ jquery.min.js:4
ajax @ jquery.min.js:4
n6.load @ flexmonster.js:9
S6.gv @ flexmonster.js:9
S6.load @ flexmonster.js:9
M6.connect @ flexmonster.js:9
V.Q3 @ flexmonster.js:9
V.js @ flexmonster.js:9
V.LP @ flexmonster.js:9
V.O3 @ flexmonster.js:9
V.Yt @ flexmonster.js:9
(anonymous) @ flexmonster.js:9
setTimeout (async)
(anonymous) @ flexmonster.js:9
I.MA @ flexmonster.js:9
I.fZ @ flexmonster.js:9
V.Vu @ flexmonster.js:9
S6.Vu @ flexmonster.js:9
K @ flexmonster.js:9
(anonymous function) @ flexmonster.js:9
window.Flexmonster @ flexmonster.js:9
window.jQuery.fn.flexmonster @ flexmonster.js:10
(anonymous) @ federal_wtb.html?report=ft_cl_org_balance_sheet:44