Every time data is uploaded to MX, a unique transaction number is generated, i.e. T123456.
When that data is ready to download (the upload and encryption have finished), an email is sent from MX, using the address update@mymxdata.com, notifying the sender and all recipients that the data is ready to download.
If you look for the data before the email has been sent, it will not be possible to download it.
If you are having issues receiving the email (it is going to your junk / spam folder, or the email address is currently blocked by your IT policy), you can log in to MX and see if data is waiting for you by looking at the recent activity on the landing page, or, going straight to the Download page. A number will be shown against the Download button for any transactions that have not yet been downloaded, as shown in the image below.
If you receive an email but you cannot find the transaction inside MX, it is highly likely that the transaction has been revoked (cancelled).