I use REFINITIV in order to download data and then analyse the data in JMP.
I am looking to use DataStream Web Service (DSWS) for bulk data the requests can use either REST, SOAP .NET or PYTHON for the automated download process.The website below gives example of requests using either REST, SOAP or .NET.http://product.datastream.com/dswsclient/Docs/Default.aspx
Or I have a document on how to use DSWS with Python as example.
Are there any major difference between the four languages when connecting / coordinating with JMP and JSL?
I don't think JMP will be able to connect to a .NET library. A regular windows DLL is probably possible as long as you have well defined entry points.
However, I would recommend using REST and with the JSL HTTP Request command. It is relatively new, so JMP 15 is recommended.
You can search on HTTP Request for examples. There are some available at https://community.jmp.com/t5/JMP-Scripts/tkb-p/scripts .