The response from a DataConnect web service contains both a flag (called Success) indicating if the request was processed successfully and a text field (called Message) which will contain an error message in the event that the request was unsuccessful. If you are not getting data into your dashboard, mapping this text field onto your dashboard will help you diagnose the problem:
Mapping the Message to the Default Text of an Input Text Area will let you see any error from the web service:
In this case, the error indicates that the request could not be authorised because it had no client id cookie set.