In order to use the API you can retrieve data from https://masterdimensions.herokuapp.com/webservice/rest/dimensioncalendar?start_dt=2020-01-01&end_dt=2021-12-31.
You also can use parameters as examples below:
start_dt = Start date that you want for your dimension calendar.
end_dt = End date that you want for your dimension calendar.
Format for dates paremeter: YYYY-MM-DD