=WebService() function in Excel webapp

Hi, I'm not sure this will be the correct forum.

However, I didn't really see where to post this question.

I need to connect an Excel 365 document to an external webservice. The =WEBSERVICE() function apparently does the job. And this function is supposed to work in the Excel Web App (see the online documentation : http://office.microsoft.com/en-us/excel-help/webservice-function-HA102780998.aspx).

However, does it really? I never was able to make it work (I get a #N/A result). From what I could read online, I'm not the only one.

Thanks