HDR unable to create Windows directory

We are implementing Historical Data Reporting using sftp to a push-receiver running solarwinds sftp server.  If the windows directories already exist, the SBC is able to write the group files.  However, if we do not pre-create the directories, then the data transfer fails with the error: 

If we have already created e.g. \data\ACME01-ACME02\system directory the files will be written correctly.

However if we only \data directory we get the error:

Error: Could not create directory: '/data/ACME01-ACME02'

In the configuration file we use unix syntax for the specifying the path.  i.e. forward slash "/" instead of back slash "\".