After selecting the 'custom' channel type when creating a new channel, select the empty field next to 'Data Connector' to choose the REST connection type.
Select the 'Generate Token' button to create an authentication token and select OK to save.
Once the data connector has been setup, filters can be specified. Setting filters on a channel will allow only certain products to be exported. Filters can be set to only allow products to come from certain categories and/or schemas, to prevent attributes which come from certain channels, and to only export products that have been changed since the last export