Hello chanthuj,
Could I ask you for the code you are using to download the data?
I have tried some random dates/times via our FDSNWS system, and data is downloaded correctly. For example, these times provide 15 minutes of data from RD9AE: https://fdsnws.raspberryshakedata.com/fdsnws/dataselect/1/query?starttime=2022-11-02T20%3A30%3A00&endtime=2022-11-02T21%3A00%3A00&network=AM&station=RD9AE&location=00&channel=EHZ&nodata=404
You can also download the data directly from the RaspberryShake (if you have access to them) via SSH or other means. We have a dedicated page here on our manual: How to download your data — Instructions on Setting Up Your Raspberry Shake
If you wish, you can also send me the logs from your Shake(s) so that I can try to see if there is any issue that is potentially causing what you are seeing. Instructions on how to download them, if needed, are here: Please read before posting!