Do you have a way of knowing when the data retrieval has been completed?
If so, something like

'Retrieve data

Do
DoEvents
Loop Until AllDataReceivedTest

Venu wrote:
How can I force the VBA script in Excel to wait till an Excel add-in function
completes retrieving data asynchronously from an external data source. I
tried Msgbox statement; but the OK button becomes active before the data
retrieval is completed.