"We have not received any data" error during setup
This indicates that the Wormly data collection server has not received any data from the BBWin agent installed on your server.
The most common cause of this error is the presence of a firewall which is blocking the data.
You need to ensure that your firewall permits your server to make outbound TCP connections to the server 'inbounddata.wormly.com' on port 21544.
Be sure to verify that the service BBWin is in fact running.
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