You also need to select the Routing icon (furthest right icon next to the url) which will allow you to select the parameter value and not use Dynamic Picker for the value.
@franse was correct that there was something wrong with:
There were double quotes and single quotes in there, so it looked like:
"'query.code'" instead of "query.code"
But, also, and this was the real kicker... it needed to be: "params.code" and not "query.code" when accessing it!
Thanks!!
P.S. @Teodor, I might suggest that the official documents (referenced in original post) make it a little clearer that you have to reference it with the params instead of the query.