Sounds like a config issue. Several things to check here:

On your Loggers: Run ICMSetup and verify that the logger process has the box for Historical Data Replication is checked.

On your AW/HDS: Did you re run ICM Setup and set the HDS option on the second time through? If you do it on the first time, it messes up the database. Once you make your first pass, you have to create the HDS database, and then run ICM setup again. At that point, it should come up if all this is connected together properly. You might also check and see if you're getting failed replication. That can occur if the address targets of the servers are messed up.

Cliff