Adding CORS headers for HTTP API

I wrote a simple JS Helper Script for interfacing with the API, however the script is unable to access data returned from the API due to missing CORS headers.

Cross-Origin Request Blocked: The Same Origin Policy disallows reading the remote resource at (Reason: CORS header ‘Access-Control-Allow-Origin’ missing). Status code: 200.

Response body is not available to scripts (Reason: CORS Missing Allow Origin)

Can we get an option to enable / disable CORS headers for the HTTP API?