Why Alexa reports only few links

[CostumeJewelryStores]

My site has over 30K links. however alexa shows just about 1000.
I have checked in various other tools - majestic seo, ahref, raven tools.
All of them report around 20-30K, however alexa just shows 1000 + and it is decreasing every few days.

Where does Alexa get the links from ?
Why is it decreasing?
Is there something I need to do, to tell alexa to look at my complete link profile.

Thanks in advance.