Definition of 

First-time Download

What's 
First-time Download
: it is one of the possible values for
Download Type
. It means:
The first time a user downloaded your app. Based on the user’s Apple ID account. Counted when a user taps the “Buy” or “Get” button on the App Store.

See other fields from

Analytics: Downloads

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App Store Connect

The (only) data hub made for apps