Downloads all pay-slips from ADP website

download.all.adp.paystubs.js

/*
   This has been tested in Chrome v55.0.2883.95 (64-bit)

1. Log into ADP website using the URL: https://my.adp.com/static/redbox/login.html (Make sure you are NOT in Incognito mode)
2. Open Developer Tools console
3. Run the following code in the console:
*/

var xhr = new XMLHttpRequest();
xhr.open('GET', 'https://my.adp.com/v1_0/O/A/payStatements?adjustments=yes&numberoflastpaydates=300');
xhr.setRequestHeader("Access-Control-Allow-Origin", "*"); // CORS policy
xhr.onload = function() {
    if (xhr.status === 200) {
        var rawData = JSON.parse(xhr.responseText);
        for (var index = rawData.payStatements.length - 1; index >= 0; --index) {
            var entry = rawData.payStatements[index];
            var url = "https://my.adp.com" + entry.statementImageUri.href.substring(3);
            var a = document.createElement('a');

            var trueIndex = (rawData.payStatements.length - index);
            if (trueIndex < 10) {
                trueIndex = "00" + trueIndex;
            } else if (trueIndex < 100) {
                trueIndex = "0" + trueIndex;
            }

            a.download = "payslip.no." + trueIndex + ".from." + entry.payDate + ".pdf";
            a.href = url;
            document.body.appendChild(a);
            a.click();
            delete a;
        }
    } else {
        console.log('Request failed.  Returned status of ' + xhr.status);
    }
};
xhr.send();

maybe I'm missing something, but I can't get the JSON file to show up using the above URL.
When I login and then try to use the above URL, the page reloads and shows that's I'm not logged in.
Btw, this is the URL my company is using "https://adpworld.adp.com/

@cwlls would appreciate any help here. Thank you