CORS error when making a REST call from a website to Thingworx platform

[vmedvedev]

I am trying to make REST call from my website to Thingworx platform. I am getting the CORS error:

I enabled Allow Request Method Switch.  But I don't see the 'Access-Control-Allow-Origin'  header in the response. Should I also enable the CORS filter on the platform server as discussed here

Make a REST call from a website to Thingworx platform

or it is something else?

Thanks in advance!