Created custom DA which works fine but data does not show in Reports

We have created a custom DA and the data shows fine on aligned devices and in Dashboards.

But if we run a report (e.g. Run Report -> Devices -> Performance Single Object) the custom DA is listed ok so we can select it but no data is ever returned, reports work fine for out the box DA's.

So have we missed something while creating the custom DA which means the reports do not work ?