I'm having troubles getting consistent conversion data while migrating from 
Google AdWords API to Google Ads API. Performance metrics (CTR, cost, 
impressions, clicks, etc.) are OK and match what I get when I query the 
legacy API. But when I ask for conversion metrics (total conversions and 
total conversion values in the same report), nothing is returned in the new 
API. I'm trying to migrate this simple kind of ad performance report to the 
new API:

Google AdWords API report query
> SELECT Date,
>        ExternalCustomerId,
>        CampaignId,
>        AdGroupId,
>        Id,
>        AccountCurrencyCode,
>        AccountDescriptiveName,
>        CampaignName,
>        CampaignStatus,
>        AdGroupName,
>        AdGroupStatus,
>        Status,
>        AdType,
>        Labels,
>        Cost,
>        Ctr,
>        Clicks,
>        Impressions,
>        AverageCpc,
>        AverageCpm
> FROM AD_PERFORMANCE_REPORT
> DURING 20190524,20190621


And I'm doing it like this:

Google Ads API query
> SELECT ad_group_ad.ad.id,
>        ad_group_ad.ad.name,
>        ad_group_ad.ad.type,
>        ad_group_ad.status,
>        ad_group.id,
>        ad_group.name,
>        ad_group.status,
>        campaign.id,
>        campaign.name,
>        campaign.status,
>        customer.id,
>        customer.currency_code,
>        segments.date,
>        segments.ad_network_type,
>        metrics.impressions,
>        metrics.clicks,
>        metrics.ctr,
>        metrics.cost_micros,
>        metrics.average_cpc,
>        metrics.average_cpm,
>        metrics.all_conversions,
>        metrics.all_conversions_value
> FROM ad_group_ad
> WHERE segments.date BETWEEN '2019-05-24' AND '2019-06-21'
> ORDER BY segments.date DESC


Is there anything I'm doing wrong in this query? Is conversion data 
requested in other way? From what I've read on the API documentation 
migration guides, this should be the way to go, but I'm not being able to 
figure out what's wrong.

Thanks in advance,
Horacio

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