Views Get Data from REST API without creating nodes
It is not easy way to show that data with views. You can show them to user without views and without  saving them but when you want use views you  must save them in database or create a custom module to do that. But my suggestion for you is to create a content type then save that data  in node. If you don't need to create a rule that delete them after a specified date, as example delete all data that  older that 3 days ago.