Is "externalmktdata" actually the schema name used by your database? If that is the correct schema name, then most likely there is a DB permission issue, where the DB user associated with the ExternalMKTData DADN does not have full DB permissions on the schema and its objects, or the search path for the DB user does not include the schema. What database type is being used? What connection type is being used on the ExternalMKTData DADN?
@WINKM Yes it is a schema used by my database. I have created an user with all the roles. I was able to find root cause of this issue. Once I change the connection type from JDBC URL - Though the connection is good this is showing the exception. But when I changed to the database setting to Inherit from existing connection(PegaDATA), it is working as expected.