Logistic Regression on factor: Error in eval(family$initialize) : y values must be 0 <= y <= 1

Not able to fix the below error for the below logistic regression

training=(IBM$Serial<625)
data=IBM[!training,]
dim(data)
stock.direction <- data$Direction
training_model=glm(stock.direction~data$lag2,data=data,family=binomial)
###Error### ----  Error in eval(family$initialize) : y values must be 0 <= y <= 1

Few rows from the data i am using

X   Date    Open    High    Low Close   Adj.Close   Volume  Return  lag1    lag2    lag3    Direction   Serial
1   28-11-2012  190.979996  192.039993  189.270004  191.979996  165.107727  3603600 0.004010855 0.004010855 -0.001198021    -0.006354834    Up  1
2   29-11-2012  192.75  192.899994  190.199997  191.529999  164.720734  4077900 0.00114865  0.00114865  -0.004020279    -0.009502386    Up  2
3   30-11-2012  191.75  192 189.5   190.070007  163.465073  4936400 0.003630178 0.003630178 -0.001894039    -0.005576956    Up  3
4   03-12-2012  190.759995  191.300003  188.360001  189.479996  162.957703  3349600 0.00121

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