This message is displayed in two scenarios.
1. You do not have your TSM Desktop Application installed, configured, and running. Ensure you have done this by checking the article: How do I set up the TSM Desktop Application?
2. If you have verified the TSM Desktop Application is installed, configured, and running - it may be that your pricing data in-game is older than expected. You can run the /reload command in-game to populate newer pricing data from the App if it is available.
Note: In Classic, you are also prompted to initiate a Full Scan to help contribute to the pricing data that is redistributed to all other TSM users. If you have issues scanning, you do not have to perform the scan. Your TSM Desktop App will update with new pricing data when it's available. Related article: Why is my scan failing or lagging in Classic?