I can see under the my service a resource called
entity_privatemsg_message it has only retrieve and index as operations.
I also found a pm_service supported in drupal threads by someusers here : Add Service methods .
Now I can see also the privatemsg resource in my service. but I'm missing the documentation on how to send and receive pm message over the rest service. what kind of arguments should be sent with the request. I'm working with js/jquery to make request calls ($.ajax).
Thanks for any help about the private message services.