Cannot Refresh or Filter Data in Published Workbooks [Excel Services – SharePoint 2010]

As shown in the screenshot below, I was trying to consume data from SQL Server Analysis Services cube using Excel 2010 Pivot Table.

Refreshing and filtering data worked as expected on the client but when I published my workbook to Excel Services, filtering and slicing produced the following error :

“The data connection uses Windows Authentication and Excel Services is unable to delegate user credentials.”

Of course, the workbook existed in a trusted location and the external data connection file resided in a trusted connection library.

To solve this issue, I navigated to the Central Administration and started “Claims to Windows Token services” as shown below :

 

 

This allowed me to refresh data using Windows Authentication…