In general, for setting up your query, the root of the URL that you want to retrieve data from is: http://dataservices.imf.org/REST/SDMX_XML.svc/
Following that root, you will need to add on additional details about what data you would like:
- Data type: "CompactData" to retrieve data, "DataStructure" to retrieve series information, or "GenericMetadata" to get metadata.
- Database you would like to query: For example, International Financial Statistics ("IFS"), Balance of Payments ("BOP"), etc.
- Frequency: Annual ("A"), Quarterly ("Q"), Monthly ("M")
- Specific Indicator interested in: For CPI this is " PCPI_IX"
Alternatively, if you are using R, you can install the "imfr" package. The syntax for a data pull using this package generally looks like:
Data Dissemination and Client Services Team
Data Operations Division
International Monetary Fund