API Json REST - com tabela de registros infinitos

The documentation seems ok, but as you have noticed it only returns 500  (well, 460) rows.  Can you talk to someone at that company to ask them for an exampe of how they use the API?  I think there are other parameters, or some other part of the process that we are missing.

EDIT:  Try this version, this seems to work :

let
    Source = List.Generate(()=>1, each _ < 5000, each _+500),
    #"Converted to Table" = Table.FromList(Source, Splitter.SplitByNothing(), null, null, ExtraValues.Error),
    #"Changed Type" = Table.TransformColumnTypes(#"Converted to Table",{{"Column1", Int64.Type}}),
    #"Added Custom" = Table.AddColumn(#"Changed Type", "Data", each Json.Document(Web.Contents("http://novaindy105186.protheus.cloudtotvs.com.br:4040/rest/RTPWBI04?startindex=" & Text.From([Column1]) & "&count=" & Text.From([Column1]+499)))),
    #"Expanded Data" = Table.ExpandRecordColumn(#"Added Custom", "Data", {"data"}, {"Data.data"}),
    #"Expanded Data.data" = Table.ExpandListColumn(#"Expanded Data", "Data.data"),
    #"Expanded Data.data1" = Table.ExpandRecordColumn(#"Expanded Data.data", "Data.data", {"id", "Filial", "Item", "Produto", "DescProduto", "TipoProduto", "UM", "Quantidade", "VlrPrecoVenda", "VlrUnitario", "VlrDesconto", "VlrTotal", "Custo", "TipoSaida", "NPedido", "Cliente", "Loja", "Nome", "Doc", "Serie", "TipoDoc", "DtEmissao", "CodGrupo", "DescGrupo", "CodTabPreco", "Vendedor"}, {"id", "Filial", "Item", "Produto", "DescProduto", "TipoProduto", "UM", "Quantidade", "VlrPrecoVenda", "VlrUnitario", "VlrDesconto", "VlrTotal", "Custo", "TipoSaida", "NPedido", "Cliente", "Loja", "Nome", "Doc", "Serie", "TipoDoc", "DtEmissao", "CodGrupo", "DescGrupo", "CodTabPreco", "Vendedor"})
in
    #"Expanded Data.data1"

In my opinion the "count"  parameter is wrongly named in their API. It should be called "endIndex".