Kenshoo and others do this by sending the click through a "piggy back" process I believe:
- Before setting up the campaign in AdWords, Kenshoo create a unique custom click-through URL for each ad in AdWords that redirects to the final landing page.
- Each ad in AdWords has its landing page URL set to the unique custom Kenshoo URL (not the final landing page)
- When the end users click on your ad they get sent to the Kenshoo URL.
- Kenshoo record the click (including the time!) and then issue a HTTP 302 redirect to the user's browser to the actual landing page for the ad.
- The user's browser loads the landing page.
This all happens in milliseconds so it looks seamless to the user.
If you want to do this yourself you could think about creating something on your server to accept a click, record some stuff in a database or log file on your server, then do the same 302 redirect to the final landing page - you might even be able to make it generic enough to accept query string parameters to make your life easier so you just need one URL that you can reuse over and over (e.g.
http://example.com/trackClicks.php?campaign=MYCAMPAIGN&landingPage=http%3A%2F%2Fwww... and so on).
I am not aware of any other way of getting this information out of AdWords (I've tried!)