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 accountid, Name INTO [csv://Accounts.txt] FROM [Accounts] WHERE Name = 'MyAccount'

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 accountid, Name INTO [csv://Accounts.txt;delimiter=tab] FROM [Accounts] WHERE Name = 'MyAccount'

C#

String connectionString = "OrganizationUrl=https://myaccount.crm.dynamics.com/;";

using (CDSConnection connection = new CDSConnection(connectionString)) {
  CDSCommand cmd = new CDSCommand("SELECT accountid, Name INTO [csv://Accounts.txt] FROM [Accounts] WHERE Name = 'MyAccount' ", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "OrganizationUrl=https://myaccount.crm.dynamics.com/;" 

Using connection As New CDSConnection(connectionString)
  Dim cmd As New CDSCommand("SELECT accountid, Name INTO [csv://Accounts.txt] FROM [Accounts] WHERE Name = 'MyAccount'", 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 = "OrganizationUrl=https://myaccount.crm.dynamics.com/;";

using (CDSConnection connection = new CDSConnection(connectionString)) {
  CDSCommand cmd = new CDSCommand("SELECT * INTO [Accounts] IN [csv://filename=c:/Accounts.csv;delimiter=tab] FROM [Accounts] WHERE Name <> 'MyAccount'", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "OrganizationUrl=https://myaccount.crm.dynamics.com/;" 

Using connection As New CDSConnection(connectionString)
  Dim cmd As New CDSCommand("SELECT * INTO [Accounts] IN [csv://filename=c:/Accounts.csv;delimiter=tab] FROM [Accounts] WHERE Name <> 'MyAccount'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using