As soon as you sign up, we start checking every ten minutes for NEW sales and any changes on your listings. This part is fast because Amazon provides this info quickly via api.
Historical data is handled by another background task, which has to collect a lot of data about each order, such as Amazon fees, ppc spend, refunds, other fees. This is not a simple api call, it comes from many different excel reports and api calls, and it takes time to wait for Amazon to generate them for us.
Plus, Amazon is limiting how many times per minute we can make data requests.
In general, it depends how many sales you had in the past, and how long you have been selling on Amazon. It will move along until it fetches the last 3 years of your sales history (or 3 months if you're still on trial), but it's optimized to move along as fast as it can with all limitations. It will eventually get all the data to the app.
No need to leave AMZPing open, it will work in the background on our server automatically.