powershell can't recognize the cmdlt "Get-AzureAdAuditSigninLogs"

Hey IT people

I'm trying to get last login info from azure ad using the cmdlt "Get-AzureAdAuditSigninLogs", but powershell doesn't seems to recognize the cmdlt.
I'm using the folllowing script:

$Cred = Get-Credential 
Connect-MsolService -Credential $Cred 
Connect-AzureAD -Credential $Cred 

$Users = Get-MsolUser -all 
$Headers = "DisplayName`tUserPrincipalName`tLicense`tLastLogon" >>C:\Temp\Users.txt 

ForEach ($User in $Users)    
{    
$UPN = $User.UserPrincipalName    
$LoginTime = Get-AzureAdAuditSigninLogs -top 1 -filter "userprincipalname eq '$UPN'" | select CreatedDateTime    
$NewLine = $User.DisplayName + "`t" + $User.UserPrincipalName + "`t" + $User.Licenses.AccountSkuId + "`t" + $LoginTime.CreatedDateTime    

$NewLine >>C:\Temp\Users.txt    
}

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