If the OData service returns data page by page, how to glue it without a DBMS?

Question

RESTful API

There are many services that give data page by page in the form of REST, there are report builders that accept rest as a data source. The question is how to "glue" this pagination.
1. Using a DBMS is not a very good option. no need to store this data.
2. RAM is also not very good. there can be a lot of data.