S9 machines sometimes seem to be a little squirrelly about when they write the data to the card. If you're still having problems, try leaving the card in the machine for several minutes after turning the machine off or even an hour or so and seeing if the data shows up then.
Useful links.
Click here for information on the main alternative to CPAP.
If it's midnight and a DME tells you it's dark outside, go and check it yourself.