Mobile Apps: Data blocked by CORS?

Trying to add data to a mobile app and the data does not load. I get the following error.

Access to XMLHttpRequest at 'https://mysite.com/dmxConnect/api/jobs/lists/locationlist.php?’ from origin ‘http://localhost:12345’ has been blocked by CORS policy: No ‘Access-Control-Allow-Origin’ header is present on the requested resource.

What does that mean and how do I fix it?