Which settlement are you targeting the trade command on? Trade wagons will carry out exports for the settlement you target them at, and bring back exports from any trade destination.
For example, say A is exporting Mudbrick to B.
If you tell a trade wagon to trade for A, it will see the exports to B and carry Mudbrick from A to B.
If you tell a trade wagon to trade for B, it won't see any exports and will patiently wait for something to do.
You can also check the Trade Route itself, and make sure that enough of the right items are set to be exported. If the trade route is set to export 5 copper, then trade wagons will only deliver copper until the target settlement has at least 5.