Data refresh Failed when refreshing data in Excel Services & using Windows Authentication mode. The scenario you're looking for is : Show data withing Excel Services & get that data using the current users credentials. The complete explanation can be found here However you probably need to put Excel Services in Delegation mode.
These are the commands to set Excel Services to "Delegation".
- Open Command Prompt
- Cd C:/Program Files/Common Files/Microsoft Shared/web server extensions/12/BIN
- stsadm -o set-ecssecurity -accessmodel delegation -ssp SharedServices1
- stsadm -o execadmsvcjobs
- iisreset