Application Programming Interface (API) are created or come with a software so that you can access the data from another software. This is highly important for analysis work, because you’ll need it to access the data.
There’s free training on understanding an API. APIs can connect to your analytical software you are using, like R, so you can pull data from a database. Good thing to know and understand as you embark or progress in a data driven career!
Sachiye's Data Boot Camp 