Hi Chenrui,

Without setting up filters, you should be able to retrieve all current and 
historical data. As for your campaign that served during August 1 to August 
31, it will not be returned if you specified a date range only for July or 
only for September. It will be included when you specify a date range from 
July to September.

This being said, I would recommend that you explicitly define filters so 
that you could get the precise information that you need.

Best regards,
Peter
AdWords API Team

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