Recent advances in second-generation (2G) high temperature superconducting (HTS) coated conductors (CCs) have made them very attractive for new applications such as undulators. In this paper, we have, for the first time, experimentally evaluated a design to validate applicability of 2G-HTS tapes for next generation undulator magnetic structures. A two-period undulator magnetic core was fabricated and 2G-HTS CCs were successfully wound onto the undulator core. The performance of the undulator magnetic structure was investigated and the highest engineering current density, Je, in such configuration reported yet was obtained. A new U-slit tape configuration was used to reduce the number of resistive joints and it was shown that with this new technique affordable levels of resistance values can be achieved for short length undulators. The ferromagnetic core was designed such as to accommodate winding the U-slit tapes. Test results indicated that the winding and the soldering procedures are successful and do not deteriorate the performance of the 2G-HTS tapes.