Update: Amazon shuts down Alexa Internet and Alexa Internet retired its website research and analysis tools on May 1, 2022.
To avoid no data problem in alexa, open alexa.com and type your website address in the search box.
Click search and click get details. Below the no data graph you will find “Learn more about Alexa Traffic Stats”.
Click this (Learn more about Alexa Traffic Stats) link.
Now click Webmasters on the left side of the side bar.
Bottom of the page you will see a Crawl My Site box.
Just type your website address and click Crawl My Site.
After the site submission it normally takes within 8 weeks. And one more useful tip install alexa toolbar.