Use Excel's Get & Transform (Power Query) experience to connect to an OData Feed.
Click on the Data tab, then Get Data > From Other Sources > From OData Feed. If you don't see the Get Data button, then click New Query > From Other Sources > From OData Feed.
In the Power Query ribbon tab, select From Other Source > From OData Feed.

Next
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In the OData Feed dialog box, enter the URL for an OData feed.
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Select OK.
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If the OData feed requires user credentials, in the Access an OData feed dialog box:
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Select Windows if the OData feed requires Windows Authentication.
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Select Basic if the OData feed requires your username and password.
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Select Marketplace key if the OData feed requires a Marketplace account key. You can select the Get your Marketplace Account Key to subscribe to Microsoft Azure marketplace OData feeds. You can also Sign up for Microsoft Azure Marketplace from the Access an OData Feed dialog box.
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Click Organizational account if the OData feed requires federated access credentials. For Windows Live ID, log into your account.
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Select Save.
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Note: Connect to an OData feed supports the JSON light data service format.
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