Hello Ayberk Akbalik,
To GET the data from another source, normally it is the data owning party(api owning party) that can implement measures to not send you all the data.
Sometimes with limits; sometimes with filters, sometimes with both.
So i would recommend to first discuss this with the api owning party.
Hope this helps,
Good luck!
As Jelle says, this would really need to be done on the API side, ideally through some sort of pagination allowing you to bring back smaller data sets for processing.
If you can't get a smaller data set from the API, the alternative may have to be to increase the size of the Mendix container. This would give you more resources in your app to process the large amount of data returned. This would be an additional cost.
Good luck!