Ankur,
First thing to suggest is make sure you are not timing out and increase the timeout values in your configuration. You don't mention what version of Agentry you are using?
I would check your Agentry.ini for the Angel timeout value. 300 seconds is the default and look to increase this value first and see if that helps. It could be the Angel connection is getting dropped while waiting for the data from SAP.
[ANGEL Front End]
timeout=300
--Bill