Your server needs to output the string with proper escaping.
In this case, you want a backslash character in the output; backslash is a special character, so that should be escaped.
The escape sequence for a backslash is \
(ie two backslashes), but you shouldn't need to think about specific escape codes -- if you're outputting JS data, you should be outputting it using proper escaping for the whole string, which generally means you should be using JSON encoding.
Most server languages these days provide JSON encoding as a built-in feature. You haven't specified which language your server is using, but for example if it's written in PHP, you would output your string as json_encode($string)
rather than just outputting $string
directly. Other languages provide a similar feature. This will protect you not just from broken backslash characters, but also from other errors, such as quote marks or line feeds in your strings, which will also cause errors if you put them into a Javascript code as an unescaped string.
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