The following error implies that the date specified in the configuration file being passed to Flume is earlier than the last known date that was recognized in the data. Essentially, this is a failsafe to ensure that data from the correct dates is uploaded, however this warning may occur if Flume is killed while processing a data set for another time range.
java.lang.IllegalArgumentException: State 'lastKnownTime' is ms (or [2016-05-18T11:10:11-04:00[America/New_York]]), which is later then the configured end time of ms (or [2016-01-08T08:00-05:00[America/New_York]]). We will miss all the data between configured end time and state time. Did the end poll time change?
In order to work around this, you will need to delete any files present in <User>/.flume/splunkState, and re-run the Data Gateway command.