HistiricalDataRequest

I can't seem to access HistoricalData. I've tried the following code using different periods and the GetTickAggregation also. The count always comes back 0 and then throws the exception below.... which makes sense if count is 0, but why is there no BarData after calling the method? Any help is appreciated.

System.ArgumentOutOfRangeException: should be non-negative and smaller than Count

<code>BarData bars = GetHistoricalData(new HistoricalDataRequest(inst, Period.Day)) as BarData;

                if(bars != null)

                {

                    Print(bars.Count);

                    Print(bars.Close(1));

                }

</code> Print(CurrentData.GetPrice(PriceType.Close));

HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetTickAggregationRequest(inst, DataType.Ask, 5));

Also, I should note that returns 1.06598 which is correct.....

Print(CurrentData.GetPrice(PriceType.Close));