Whenever you create a new data object and within that data object a REST Call it will automatically create a data object with datapages and also a REST integration.
When I did this this all went fine until I tried to call the datapage from a data transform and it didn't recoginised the properties. So after a lot of struggles I noticed that it didn't create any paramerters for the output of the REST call.
I tried it again and it still didn't create any properties.
When I used the create REST integration from the dev studio it did create the properties and it worked right away.