Actually it is not possible, as it is a cross domain request the two pages fall in different security zones and hence proxy page that is required is not loaded in SharePoint.
This has been done for security purposes by the browsers. The cookies fall in different security zones of the browsers of respective pages, and when the zones don't match the data cannot be accessed.
It is possible only in the SharePoint add in's (apps) since there exists the app host page that consists of the IFrame which has the same security zone as that of the calling page. It may be possible in Internet Explorer by adding the *.microsoftonline.com & respective two url's of web applications to the same secutrity zone.
So the solution would be to create WCF. Or a timerjob or utility that may create the same list in your web application as parallel to that list that you want to access.
Please refer this link for more information,