With your own Code and a Slight Change withou jQuery,
function testingAPI(){
var key = "8a1c6a354c884c658ff29a8636fd7c18";
var url = "https://api.fantasydata.net/nfl/v2/JSON/PlayerSeasonStats/2015";
console.log(httpGet(url,key));
}
function httpGet(url,key){
var xmlHttp = new XMLHttpRequest();
xmlHttp.open( "GET", url, false );
xmlHttp.setRequestHeader("Ocp-Apim-Subscription-Key",key);
xmlHttp.send(null);
return xmlHttp.responseText;
}
Thank You