Hi Jonathan,
The datafeed has 2 parameters that determine when it is querying for data: frequency and query_delay. You can read more about them in create-datafeed-API. In a nutshell, frequency is how often the feed queries elasticsearch for data and query_delay allows time for data to be indexed in elasticsearch by never querying for data after now - query_delay.
I suspect that in your case data is not available for search yet by the time the datafeed queries for them. As it seems you have polled data (every 5 minutes), I recommend setting frequency to 5 minutes and see what happens. If you still get no data, I suggest adjusting query_delay in order to find the right delay that it takes for you data to be indexed in elasticsearch.