Data refresh using excel source on sharepoint

Hello all,

I connect Power BI desktop with excel data source which is placed on a SharePoint. When I upload the visualization on power BI app, the data does not automatically get refreshed when any changes are made to this excel. 

When I looked into the data gateway settings, it shows that this type of connection does not need any data gateway but gives me an error. See below screen-print.  Am I missing anything? Any help will be appreciated.

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 Thanks,

Lakshay