You have to dump for these tables for all orders records:
`gift_message`
`quote`
`quote_address`
`quote_address_item`
`quote_id_mask`
`quote_item`
`quote_item_option`
`quote_payment`
`quote_shipping_rate`
`reporting_orders`
`sales_bestsellers_aggregated_daily`
`sales_bestsellers_aggregated_monthly`
`sales_bestsellers_aggregated_yearly`
`sales_creditmemo`
`sales_creditmemo_comment`
`sales_creditmemo_grid`
`sales_creditmemo_item`
`sales_invoice`
`sales_invoiced_aggregated`
`sales_invoiced_aggregated_order`
`sales_invoice_comment`
`sales_invoice_grid`
`sales_invoice_item`
`sales_order`
`sales_order_address`
`sales_order_aggregated_created`
`sales_order_aggregated_updated`
`sales_order_grid`
`sales_order_item`
`sales_order_payment`
`sales_order_status_history`
`sales_order_tax`
`sales_order_tax_item`
`sales_payment_transaction`
`sales_refunded_aggregated`
`sales_refunded_aggregated_order`
`sales_shipment`
`sales_shipment_comment`
`sales_shipment_grid`
`sales_shipment_item`
`sales_shipment_track`
`sales_shipping_aggregated`
`sales_shipping_aggregated_order`
`tax_order_aggregated_created`
`tax_order_aggregated_updated`