AWS spot datafeed subscription not populating bucket

I have a spot datafeed subscription set up, the command to set it up ran successfully, and when I run aws ec2 describe-spot-datafeed-subscription I get the below (Bucket and OwnerID changed):

{"SpotDatafeedSubscription": {"Bucket": "my-bucket","OwnerId": "000000000000","Prefix": "datafeed","State": "Active"    }}

However, I've had this set up for about a month, and nothing has ever appeared in the bucket. Ownership is Bucket owner preferred and the ACL has the AWS external account added to it as the docs say, but the bucket remains empty.