You can use the SELECT INTO statement to export formatted data to a file.

Data Export with an SQL Query

The following query exports data into a file formatted in comma-separated values (CSV):

SELECT Id, FirstName INTO [csv://Lead.txt] FROM [Lead] WHERE FirstName = 'Bob'

You can specify other formats in the file URI. The possible delimiters are tab, semicolon, and comma with the default being a comma. The following example exports tab-separated values:

SELECT Id, FirstName INTO [csv://Lead.txt;delimiter=tab] FROM [Lead] WHERE FirstName = 'Bob'

C#

String connectionString = "User=myuseraccount;Password=mypassword;URL=https://myOrg.crm.dynamics.com/;CRM Version=CRM Online;";

using (DynamicsCRMConnection connection = new DynamicsCRMConnection(connectionString)) {
  DynamicsCRMCommand cmd = new DynamicsCRMCommand("SELECT Id, FirstName INTO [csv://Lead.txt] FROM [Lead] WHERE FirstName = 'Bob' ", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "User=myuseraccount;Password=mypassword;URL=https://myOrg.crm.dynamics.com/;CRM Version=CRM Online;" 

Using connection As New DynamicsCRMConnection(connectionString)
  Dim cmd As New DynamicsCRMCommand("SELECT Id, FirstName INTO [csv://Lead.txt] FROM [Lead] WHERE FirstName = 'Bob'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using

You can specify other file formats in the URI. The following example exports tab-separated values:

C#

String connectionString = "User=myuseraccount;Password=mypassword;URL=https://myOrg.crm.dynamics.com/;CRM Version=CRM Online;";

using (DynamicsCRMConnection connection = new DynamicsCRMConnection(connectionString)) {
  DynamicsCRMCommand cmd = new DynamicsCRMCommand("SELECT * INTO [Lead] IN [csv://filename=c:/Lead.csv;delimiter=tab] FROM [Lead] WHERE FirstName <> 'Bob'", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "User=myuseraccount;Password=mypassword;URL=https://myOrg.crm.dynamics.com/;CRM Version=CRM Online;" 

Using connection As New DynamicsCRMConnection(connectionString)
  Dim cmd As New DynamicsCRMCommand("SELECT * INTO [Lead] IN [csv://filename=c:/Lead.csv;delimiter=tab] FROM [Lead] WHERE FirstName <> 'Bob'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using