What should coordinator sends so that it receive API packet from end device?
In XBee S1 802.15.4 modules, there is no way you can perform a loopback transmission. In Zigbee S2 modules though, this can be done by changing Cluster id parameter CI=0x12.
If you only wish to see some level of two way communication, then send a remote AT command frame to query “SL” or any other parameter of End Device.