Here are the steps I performed to Consume a SharePoint List in Excel Services (SharePoint On Premise):
I created a list at this location:
I then called the listdata.svc from via Excel > Data tab > From Other Sources > From Odata Feed > http://sp/_vti_bin/listdata.svc
I selected my List.
I then created a simple Pivot Table.
I went to Data > Connections > Properties > Definition tab > Authentication Settings > Use a stored account > (enter a SSS ID you have created).
NOTE: the “Set Credentials” account for this SSS ID needs to have access to the SharePoint List.
I changed the List (I added CHEESE).
I then clicked Refresh All Connections. As you can see CHEESE appeared (this wasn’t instantaneous. It did take a little while, so be patient).
When you consume a SharePoint List in Excel Services via the ListData.svc, a Data Model is created.
and the Data Model is built on the PowerPivot Server:
If you do not have a PowerPivot Server, the refresh will fail.
Also, if you are using an Office Web Apps 2013 Server, you will need to suppress .xlsx file types from being handled by OWA Server:
New-SPWOPISuppressionSetting -extension xlsx -action view
To reverse this:
Remove-SPWOPISuppressionSetting -extension xlsx -action view
PowerPivot for SharePoint – Browser Refresh Fails (Data Refresh not supported in Office Web Apps)