How can I update links in excel?

I have a workbook with a chart-sheet on it. It has two series, one from workbook A and one from workbook B. If I delete the series from workbook B, the chart book should update it's links to show that only workbook A is linked. However if I update it still shows both books as linked. I tried running;

Sub chart_book_sub
ThisWorkbook.UpdateLink Name:=ThisWorkbook.LinkSources
End Sub

but all I get is runtime error 1004
Method 'UpdateLink' of object'_Workbook' failed

I have also tried to go Data, Connections tab, Edit links, Update links. But the link to workbook B remains.

It seems the only way I can update the links is to save and re-open the workbook. Does anyone know how to update the links without having to do this?