Its all depends upon your connection and source type, Please surf in SCN before posting the question there are N number of threads are available on this.
Webservice & XML Connectivity are the two connections which supports the automatic refresh from source without any workaround.
Also you can use the refresh button in the dashboard to get the latest data but you need to press the refresh button.
Check out the triggering option provide from my blog above, revert for any assistance.