SparkFun CANBus Shield query

I have a SparkFun CANBus shield (CAN-BUS Shield - DEV-13262 - SparkFun Electronics) stacked on a SparkFun RedBoard (SparkFun RedBoard - Programmed with Arduino - DEV-13975 - SparkFun Electronics) with soldered stackable headers. So far, so good.

To get started with this I plan to run the SparkFun ECU Demo (from the hookup guide). The relevant code is in the Arduino sketch and the relevant libraries are installed. As far as I can see, I have uncommented all the lines for serial debugging. Before connecting to the car, I did a dry run in Arduino with the Serial Printer and got the following.

ECU Demo
CAN Init OK
uSD Card Initialized
Click to begin
Logging Data

When I clicked the joystick (on the CANBus shield) it looked for Engine RPM and printed out several blank fields:

Engine RPM:

Engine RPM:

etc., etc.

Clearly I didn't expect any data from a dry run on my desktop, but all looked good.

Next step was to connect the CANBus Shield/RedBoard to the car (OBD-II to DS9 cable to the CANBus Shield/USB cable to my PC). Clicked the joystick and got multiple lines of Engine RPM but no data. No data was logged on the uSD Card either.

It seems like this all should work and I should be able to log data from the CANBus, see it in Serial Printer, and record it on the uSD card. Is there something I have missed in the setup?

Thanks.

Can I see the code from the sketch you're using ?