SharePoint Online REST: Search vs accessing list directly - sharepoint

so I have been to a sharepoint on premise training some time ago. I just recently started developing an app for sharepoint online. I do remember the tutor saying that it would be better to query the search api instead of sending requests querying the list directly. Apparently it has something to do with the indexes, so all in all it would be faster and save ressources.
Now I am on SharePoint Online. Ressources are no problem, I suppose.
Is there any reason to send ajax requests to the sharepoint search api instead of calling the rest calls for a list? The data I would like to query is inside the the same site collection as my app. When to use what? Unfortunately I could not find a comparison. I'd be thankful if anybody with a deeper understanding can give some insights.
Thank you very much.

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I am not able to find a simple way to integrate my SharePoint example list into my bot:
I wonder if that is possible without another database like Cosmos DB.
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I would suggest starting with reviewing a Bot Framework sample. I would think one using the GRAPH api would be a good start.
But essentially, you just need to authenticate the user (if not already done) and then make the correct calls (whatever is required for SharePoint api calls), during the appropriate location (OnTurnAsync or maybe SimpleGraphClient if using the above sample).

Need to find reports on Search. E.g. Top searched keyword, categories

I am using Azure search where it creates index on my database tables and shows results as expected.
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I'm on Azure Search team, thanks for using the service. Currently it's not possible, however, we understand the importance of this feature and we're working to deliver it. No exact dates yet. For now, you'd have to collect and aggregate the information you need on the client side.
For feature request like this, feel free to use our User Voice page to help us prioritize work: http://feedback.azure.com/forums/263029-azure-search

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I have searched unsuccessfully for a number of days to try and resolve an issue with the search not returning results in Sharepoint 2010. Basically the search has successfully crawled the content and indexed the results but the search is returning no results on our site.
The codebase is the same as other servers that does return results so we are confident it's not a coding issue, but is a sharepoint issue. We can reach the search queryex webservice also
I was wondering if anyone had any suggestions on possible settings / things to check to try and kickstart this search!
This is my first question on stackoverflow, so please advise if I haven't added enough detail.
I'm fairly new to SO myself, but I'll help if I can! Quick couple of questions:
Is the search returning no results for all user types, including admin?
Is there an error returned when you submit a search or does it just say "no results"?
Are you using any custom web parts for displaying the search results, or is it OOB?
Do you have access to the ULS logs perchance? There may be further information there.
Are you using search scopes at all?
What domain account are you using for the search app pool? There's some info here about making sure you have the right type of identity - SharePoint 2010 search crawling but not displaying results
(Apologies for posting a comment-as-an-answer, but since my rep is below 50 I can't yet post comments on your question - still wanted to help though.)

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I need to get all the lists used in my site and render theire items. Since i'm not allowed to use code i have to rely on something like xlst. However after several days of searching i haven't come up with a solution yet. Any idea on how to do this?
Alex depending on what you are trying to do using the client object model may work. This allows you to access SharePoint objects without writing code on the server itself. This does require writing some code but usually a farm admin won't mind it since it doesn't affect SharePoint in any way.
The javascript object model may provide you with what you want.
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http://msdn.microsoft.com/en-us/library/hh185009
Then to get items from a list
http://msdn.microsoft.com/en-us/library/hh185007
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