If the dataset is not static and you’re not already using NiFi + Kafka to follow the previous suggestion, I’d add a super slim webservice only as an adapter: calling it triggers a call to the actual API (prob with some auth involved) and converts the result from a json array into a newline delimited json. Finito.
If it’s a static dataset (or you can afford to manually do it every now and then) you could just download the thing, convert into newline delimited json and load it from file.