XMLHTP Request Error - System cannot locate the resource

Hi,

I am trying to fetch some data from Web using a simple get request, however I am getting an error System cannot locate the resource .

I believe it has got something to do with Cookies.

Can anyone help me out here?

Sub OptionChain()
    
    Dim Request As MSXML2.XMLHTTP60, Upload As String, Parsed As Object, Result, I
    
    Set Request = New MSXML2.XMLHTTP60
    
    With Request
        .Open "GET", "https://www.nseindia.com/api/liveEquity-derivatives?index=top20_contracts", False
        .setRequestHeader "Content-Type", "application/json"
        .send
        Upload = VBA.Replace(.responseText, "\", "")
    End With
        
    Set Parsed = JsonConverter.ParseJson(Upload)

End Sub

Thanks in advance,
Deep