Hello Henry,
You have chosen the correct tables and linking (although this report would be more easily created from SalesAnalysis if you have that module).
If you look at the history file in Adagio OrderEntry, do you see Invoices back more than a year? Can your user give you an example of invoice numbers that should be there? Can you see those invoices in the history?
Users control how long invoies remain in history. Perhaps they have been purged. Check the OrderEntry company profile for the option setting.
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Andrew Bates