Custom GPT actions link to other APIs - what can and what can't?

Very new to this and still learning:
I am trying to practice and have a better understanding of the Custom GPT’s actions. I was able to build some simple actions based on certain APIs, for example using weatherapi. However, if I switch to some other APIs, for example marketstack, then my GPT can’t call it.
So what’s exactly the differences between those two APIs? I must miss something very fundamental here. Could someone point me to the correct documentations/websites/concepts? I will study from there.
Thank you !!!

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