XML : xml request to https [duplicate]

This question already has an answer here:

• XMLHttpRequest cannot load https://www.[website].com/ 3 answers

I have made this script for take xml data from external file:

This work perfectly:

xmlhttp.open("GET", "list.xml", true);

But this don't. Why?

  xmlhttp.open("GET", "https://api.customer-alliance.com/reviews/list?version=4&id=6fa4f7e89636d437&access_key=56c5af1192ac7246663f44b7a48078a74e444630", true);    

UPDATE:

Console error:

XMLHttpRequest cannot load https://api.customer-alliance.com/reviews/list?version=4&id=6fa4f7e89636d437&access_key=56c5af1192ac7246663f44b7a48078a74e444630. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://localhost' is therefore not allowed access.