@Colin that is not the issue here. The website only provides the data wrapped in a zip file. So the HTTP Request node cannot get the JSON directly - it gets the zip file which needs to be extracted before the JSON can be accessed.
@asdf123 here is a flow that gets the data, extracts the zip file and parses the JSON. You will need to install node-red-contrib-zip
first.
[{"id":"483b0b05.a55344","type":"inject","z":"623e0198.c764b","name":"","topic":"","payload":"","payloadType":"date","repeat":"","crontab":"","once":false,"onceDelay":0.1,"x":140,"y":240,"wires":[["f2b63ad.3ca42c8"]]},{"id":"f2b63ad.3ca42c8","type":"http request","z":"623e0198.c764b","name":"","method":"GET","ret":"bin","paytoqs":false,"url":"https://nvd.nist.gov/feeds/json/cve/1.1/nvdcve-1.1-modified.json.zip","tls":"","persist":false,"proxy":"","authType":"","x":290,"y":240,"wires":[["9ec4df54.c26fd"]]},{"id":"f45acf66.a0adb","type":"debug","z":"623e0198.c764b","name":"","active":true,"tosidebar":true,"console":false,"tostatus":false,"complete":"false","x":850,"y":240,"wires":[]},{"id":"9ec4df54.c26fd","type":"zip","z":"623e0198.c764b","name":"","mode":"decompress","filename":"","outasstring":false,"x":450,"y":240,"wires":[["aad8c1ac.d4cd2"]]},{"id":"473d6965.d4fe88","type":"json","z":"623e0198.c764b","name":"","property":"payload","action":"","pretty":false,"x":710,"y":240,"wires":[["f45acf66.a0adb"]]},{"id":"aad8c1ac.d4cd2","type":"function","z":"623e0198.c764b","name":"","func":"msg.payload = msg.payload[0].payload.toString()\nreturn msg;","outputs":1,"noerr":0,"x":590,"y":240,"wires":[["473d6965.d4fe88"]]}]