Microsoft makes Advertising data available through a Microsoft Advertising API, which offers data on things like ad insights, estimated bids, estimated positions, and many other kinds of data. Because it’s a SOAP API, scripts must call data objects by making SOAP request messages.

For example, to get data about bid opportunities, you could use the Microsoft Advertising API GetBidOpportunities service. The service’s syntax includes four header elements and three body elements, two of which are optional. Once you decided exactly what information you wanted, you could code a SOAP request that might look like this:

<s:Envelope xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns:s="http://schemas.xmlsoap.org/soap/envelope/">
  <s:Header xmlns="Microsoft.Advertiser.AdInsight.Api.Service.V11">
    <Action mustUnderstand="1">GetBidOpportunities</Action>
    <ApplicationToken i:nil="false">ValueHere</ApplicationToken>
    <AuthenticationToken i:nil="false">ValueHere</AuthenticationToken>
    <CustomerAccountId i:nil="false">ValueHere</CustomerAccountId>
    <CustomerId i:nil="false">ValueHere</CustomerId>
    <DeveloperToken i:nil="false">ValueHere</DeveloperToken>
    <Password i:nil="false">ValueHere</Password>
    <UserName i:nil="false">ValueHere</UserName>
  </s:Header>
  <s:Body>
    <GetBidOpportunitiesRequest xmlns="Microsoft.Advertiser.AdInsight.Api.Service.V11">
      <AdGroupId i:nil="false">ValueHere</AdGroupId>
      <CampaignId i:nil="false">ValueHere</CampaignId>
      <OpportunityType>ValueHere</OpportunityType>
    </GetBidOpportunitiesRequest>
  </s:Body>
</s:Envelope>

The Microsoft Advertising API returns XML objects. In response to a bid opportunities request, for example, the service would provide a SOAP response that might look like this:

<s:Envelope xmlns:s="http://schemas.xmlsoap.org/soap/envelope/">
  <s:Header xmlns="Microsoft.Advertiser.AdInsight.Api.Service.V11">
    <TrackingId d3p1:nil="false" xmlns:d3p1="http://www.w3.org/2001/XMLSchema-instance">ValueHere</TrackingId>
  </s:Header>
  <s:Body>
    <GetBidOpportunitiesResponse xmlns="Microsoft.Advertiser.AdInsight.Api.Service.V11">
      <Opportunities xmlns:e63="http://schemas.datacontract.org/2004/07/Microsoft.BingAds.Advertiser.AdInsight.Api.DataContract.V11.Entity" d4p1:nil="false" xmlns:d4p1="http://www.w3.org/2001/XMLSchema-instance">
        <e63:BidOpportunity>
          <e63:AdGroupId>ValueHere</e63:AdGroupId>
          <e63:CampaignId>ValueHere</e63:CampaignId>
          <e63:CurrentBid>ValueHere</e63:CurrentBid>
          <e63:EstimatedIncreaseInClicks>ValueHere</e63:EstimatedIncreaseInClicks>
          <e63:EstimatedIncreaseInCost>ValueHere</e63:EstimatedIncreaseInCost>
          <e63:EstimatedIncreaseInImpressions>ValueHere</e63:EstimatedIncreaseInImpressions>
          <e63:KeywordId>ValueHere</e63:KeywordId>
          <e63:MatchType d4p1:nil="false">ValueHere</e63:MatchType>
          <e63:SuggestedBid>ValueHere</e63:SuggestedBid>
        </e63:BidOpportunity>
      </Opportunities>
    </GetBidOpportunitiesResponse>
  </s:Body>
</s:Envelope>

If you don’t already have a data structure in which to store the data you retrieve, you’ll have to create a schema for your data tables. Then, for each value in the response, you’ll need to identify a predefined datatype (INTEGER, DATETIME, etc.) and build a table that can receive them. The source API documentation should tell you what fields are provided by each endpoint, along with their corresponding datatypes.

Complicating things is the fact that the records retrieved from the source may not always be "flat" – some of the objects may actually be lists. This means you’ll likely have to create additional tables to capture the unpredictable cardinality in each record.

At this point you’ve coded up a script or written a program to get the data you want and successfully moved it into your data warehouse. But how will you load new or updated data? It's not a good idea to replicate all of your data each time you have updated records. That process would be painfully slow and resource-intensive.

Instead, identify key fields that your script can use to bookmark its progression through the data and use to pick up where it left off as it looks for updated data. Auto-incrementing fields such as updated_at or created_at work best for this. When you've built in this functionality, you can set up your script as a cron job or continuous loop to get new data as it appears in Microsoft Advertising.

And remember, as with any code, once you write it, you have to maintain it. If Microsoft modifies the Microsoft Advertising API, or if the API sends a field with a datatype your code doesn't recognize, you may have to modify the script. If your users want slightly different information, you definitely will have to.