Excel online - security warning external data connections have been disabled

Hello everybody! I want to use Excel online with external data connections. The cells has links to cells of other excel files in the same directory. But everytime I keep getting this message: "security warning external data connections have been disabled". And then I have to click to enable.  Plus it isn't updating the information in the cells right away it always takes time. Can this be fixed? Can anybody help me? If you need more information, let me know.

Thanks in advance!! (I'm sorry for my bad English, i'm Dutch.)