A2X can import Settlements going back to the beginning of opening your marketplace with Amazon. Your subscription plan dictates how much history can be retrieved.
In order to import them all, they need to be unarchived and available for download in Amazon Seller Central.
Click HERE to find out where in Amazon Seller Central you can check whether your settlements have been archived by Amazon. And the article available HERE provides guidelines on how to initiate your settlement history fetch from within A2X.
Hint: If you are in chat and wish to view the article outside of the chat window, please click HERE