When fetching analytics for an advertiser account, we recommend starting with our Analytics Best Practices. The key here is understanding when to query for certain entities based on their attributes and relationship to other entities in the object hierarchy (line item, campaign, funding instrument, etc). You will also find implementation tips for standard use cases.
We know, for example, that a Promoted Tweet (PTw) is always associated to a line item (ad group). If the line item is active, we’d want to collect stats for the PTw. Take a look at our supplementary script fetch_stats.py that demonstrates more on determining what’s active and and which PTws are relevant for fetching real-time, non-segmented stats. Pay close attention to the check() logic where specific attributes of entities are checked to determine whether or not to query for the entity.
If your particular use case is not fully covered here, do let us know. Happy to continue the discussion!