Hmmmm, I hadn't noticed it at the time, but looking back through the history I can see I had a heap of the same errors earlier on today. I found this on MQL4:
If data (symbol name and/or timeframe differ from the current ones) are requested from another chart, the situation is possible that the corresponding chart was not opened in the client terminal and the necessary data must be requested from the server. In this case, error ERR_HISTORY_WILL_UPDATED (4066 - the requested history data are under updating) will be placed in the last_error variable, and one will has to re-request (see example of ArrayCopySeries()).
It's the most relevant error code I could find. Anyone able to interpret?