curl_easy_perform() failed: SSL peer certificate or SSH remote key was not OK

Running this code i get an error "curl_easy_perform() failed: SSL peer certificate or SSH remote key was not OK"

#include <stdio.h>
#include <curl/curl.h>

int main(void)
{
    CURL* curl;
    CURLcode res;

    curl = curl_easy_init();
    if (curl) {
        /* First set the URL that is about to receive our POST. This URL can
           just as well be a https:// URL if that is what should receive the
           data. */
        curl_easy_setopt(curl, CURLOPT_URL, "https://www.quandl.com/api/v3/datasets/WIKI/FB/data.json?api_key=MY-CODE-HERE");
        curl_easy_setopt(curl, CURLOPT_HTTPGET, 1);

        /* Perform the request, res will get the return code */
        res = curl_easy_perform(curl);
        if (res != CURLE_OK)
        {
            fprintf(stderr, "curl_easy_perform() failed: %s\n", curl_easy_strerror(res));
        }

        /* always cleanup */
        curl_easy_cleanup(curl);
    }
    return 0;
}

There is an example on the quandl website using this exact GET request. It is using the curl.exe though but i dont think it has got anything to do with this.

No where on the quandl website does it mention how to get a certificate or key so my initial thoughts is that they dont allow using libcurl directly OR curl.exe retrieves some certificates from the quandl server.

I tried google.com also and got the same error.

Anyone come across this?

EDIT

I do not want to by-pass SSL verification.

I found out you need to download the .pem file here https://curl.haxx.se/docs/caextract.html

And add these settings...

curl_easy_setopt(curl, CURLOPT_SSL_VERIFYSTATUS, 1);            
curl_easy_setopt(curl, CURLOPT_CAINFO, "PATH TO FILE\\cacert.pem");
curl_easy_setopt(curl, CURLOPT_CAPATH, "PATH TO FILE\\cacert.pem");