Since Google has not made the Auction Insights available via the API we have a workaround via Google Sheets.
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In your Google Ads account go to Auction Insights.
Download the Auction Insights Report to Google Sheets. (you can also schedule this)
Make sure to select the advanced setting and uncheck Title and Date range, but do select a segment like Day.
The report will be added to your Google Drive. Now you can select the sheet as a Google sheets data source and use the data in your reports. Select the dimensions and metrics in the Advanced tab:
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For instance:
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