GDax API GET request always returns Error 400

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I'm trying to get the order book from GDAX (link to documentation of the call) but when doing it from the c# executable I always get Error 400 - Bad request.

When taking the actual URL and pasting it into my browser, it works fine.

String URL = "https://api.gdax.com/products/BTC-USD/book?level=2";
WebRequest request = WebRequest.Create(URL);
WebResponse response = request.GetResponse();
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