Hello Ken,
I am Peter's colleague and will be following up on this thread as he is unavailable today. To get the In Market audience, you can use code below:
ConstantDataServiceInterface constantDataService = adWordsServices.get(session, ConstantDataServiceInterface.class);
constantDataService.getUserInterestCriterion(ConstantDataServiceUserInterestTaxonomyType.IN_MARKET)
Give a try and let me know if you are still facing an issue.
Thanks,
Milind, AdWords API Team