When you try to refresh a data query on your Microsoft Excel worksheet, you may receive the following error message:
This Web query returned no data. To modify the query, click OK, click the name of the external data range in the name box on the formula bar, and then click Edit Query on the External Data toolbar.
You are not given the opportunity to submit your password and access the data table so that you can refresh the query.
This behavior occurs when the data table that you are accessing is password protected. Excel has no way of submitting passwords to external data sources because there is no universal standard for passwords.
When you click OK in response to the error message, some Web sites automatically redirect you to the logon screen where you can enter your password. There is no way to work around this issue if the Web site does not redirect you to the logon screen.