You can export your account data directly from the system, but the “Export Data” option is only available on the desktop version.
To export your account data, click on your profile picture and select the "Settings" section:
Then click "Security" in the "Account Settings" block:
Click on the “Export” button in the Export data section:
Choose the date range and features you would like to include in your zip file:
It moves the export data file into the Downloads, and once the export is ready, you can download it to your device:
Note! If the archive file is too large, the process of generating the files can take some time.