The OData Web API is used for much more than retrieving data. In fact, the Microsoft product team's aim is to have it on par with the SOAP web services. The differences are minor and every release narrows the gap even further. The new OData v4.0 endpoint is the main candidate to build custom-rich applications with a Dynamics 365 backend.

If you are planning on using the Web API outside Dynamics 365, within a separate web application, the Using Cross-Origin Resource Sharing with CRM Online recipe from Chapter 6, Enhancing Your Code, explains how to set up Cross-origin resource sharing (CORS).

The aim of this recipe is to demonstrate the different steps to connect to the OData endpoint. Given that most of the code can be reused, it is a good candidate to be refactored into a library. In fact, there are some libraries already out there that can help you encapsulate some of that logic, such as the SDK.REST.js library included in the SDK samples.