xmlrpc.php

Hi,

After checking my web performance in a very well know website, one of the errors I have is a broken link: http://mywebsite.com/xmlrpc.php

I’ve been reading about it here: https://codex.wordpress.org/XML-RPC_Support
but I’m not sure about the functionality of it.

What should I do to fix this problem? Should I disable it? How?

Thanks