Hello Santhosh,
You need to copy you request name from this monitor. Suppose its REQU_abcd.
Goto your R/3 system and open SM37 there.
Put * in user name & *REQQ_abcd* in search parameter and run it for that day you got the load failed in BW. I think this job is getting cancelled in source system (R/3) itself. If yes, check the logs to know what is reason..this will help you to check for the required solution.
Best Regards,
Arpit