Nigel Farage’s Brexit party is being investigated for allegedly failing to answer requests for data it holds on some voters, according to Sky News.

The Information Commissioner’s Office (ICO) is looking into complaints that the party did not hand over information through the subject access request system. The party claims it was flooded with requests during the European elections in May by opponents.

The investigation came as Farage addressed a general election event in Peterborough on Tuesday. In comments made afterwards, he attacked Labour’s policy on reviewing the legacy of Britain’s colonial past and said Prince Andrew should comply with any request made by the FBI to support the victims of the convicted sex offender Jeffrey Epstein.

During his speech to about 100 supporters, news broke that Louis Stedman-Bryce, an MEP from Scotland, had quit the Brexit party in protest at the selection of a Scottish candidate who had allegedly expressed homophobic remarks.

The subject access requests were sent to the Brexit party earlier this year and typically take a month to respond to. Anyone can ask an organisation that holds data what personal details they might have relating to them.

On Wednesday the party denied it was being investigated by the Information Commissioner’s Office and said they would meet the deadline agreed with the watchdog to reply to the outstanding requests for data.

It said there were only a small number of subject access requests outstanding - around 0.2% of the total number they received. A source added: “It was a deliberate attempt to make it impossible to campaign.”

An ICO spokesperson said: “Our regulatory work continues as usual but we will not be commenting publicly on every issue raised during the general election. We will, however, be closely monitoring how personal data is being used during political campaigning and making sure that all parties and campaigns are aware of their responsibilities under data protection and direct marketing laws.”

Labour’s manifesto pledge to review Britain’s colonial past and its legacy was rounded on by Farage, who said it was not right to “obsess about the past” and claimed the British empire had relied on “bribery” and not military intervention like other European empires.

The party has set its sights on taking seats in Labour heartland areas and part of Farage’s speech was dedicated to pillorying Labour for its stance on Brexit and other policy announcements.

Timeline Nigel Farage's seven attempts to become an MP Show Eastleigh Came fourth in a by-election for Ukip with 952 votes, edging out the Monster Raving Loony Party candidate who got 783. Salisbury Came fourth for Ukip in the general election with 3,332 votes. Bexhill and Battle Came fourth of four candidates in the general election, with 3,474 votes for Ukip. South Thanet In his first attempt to be elected in South Thanet, Farage secured 2,079 votes for Ukip. Bromley and Chislehurst Following the death of Conservative MP Eric Forth, Farage contested the seat in the by-election. He finished third, above Labour's Rachel Reeves, with 2,307 votes - an 8% share. Buckingham Nigel Farage broke the tradition that the Speaker is unopposed by standing against John Bercow. Farage came third, behind a campaigner dressed as a dolphin called 'Flipper' to protest against Bercow's role in the MPs expenses scandal. A second attempt to get elected in South Thanet ended in failure as Farage finished second with 16,026 votes, 2,812 short of the Conservatives' Craig Mackinlay. The high profile election race also featured 'pub landlord' creator Al Murray who got 318 votes, and Zebadiah Abu-Obadiah representing the Al-Zebabist Nation of Ooog, who got 30.

Farage told journalists: “I think if we obsess about the past, different times and different cultures, it can be very difficult to move forwards. So I think some of this stuff is just not helpful.

“I don’t think I should apologise for what people did 300 years ago. It was a different world, a different time. You could apply that argument to any civilisation, any country and we seem to be terribly keen to apologise for the past and a bit less worried about creating a good future.”

Asked if schools should be taught more about Britain’s colonial past, he said: “If you want to get into British empires, you can compare the British empire with the Belgian empire, the German empire, you compare it with the Spanish empire, compare it to the Portuguese empire and you’d find, by comparison with the others, we were not even a military empire, we did it on bribery, that’s how the Brits did it.”

Claire Fox, the party’s MEP for North West England, said Corbyn’s focus on colonial history was an attempt to come up with “woke policies” and make people feel guilty about being British.

On Prince Andrew’s friendship with Epstein, Farage said the royal should give information to the FBI if he were requested to do so. “If the FBI ask him to I’m sure he will,” he said. “We’ve all met people in our lives that later on we found out are different from what we thought they were when we first met them.”

He said he did not understand why the prince had done the BBC interview about his connection to Epstein, who killed himself earlier this year.

Farage said he should have shown more remorse in the exchange with presenter Emily Maitlis. He said: “It was the fact that he didn’t show any regret for that, or almost any sympathy at all for the people that have been trafficked.”

Asked if it had damaged the royal family’s standing, he said: “I think they are all trying to do that apart from the Queen really. But it’s not good.”