Historic event data can be downloaded from your event archive.

A complete archive of your event data is maintained on Amazon S3. It is updated overnight with the events from the previous day and contains separate folders for your DEV and LIVE environments, each contains a compressed CSV files for each days’ events. Events will not necessarily be stored in sequential order inside an events archive file, the next event in a sequence may be in a different file.
You will find the login credentials and folder name for your Amazon S3 folder on the Game Details page for your game

These are the credentials for the deltaDNA demo game.
There are numerous free and paid tools that can be used to connect to your Amazon S3 folder and download your archived data. A couple of the more popular tools are S3 Browser and S3 Command
S3 Browser

Download S3 Browser from http://s3browser.com/

To download using S3 browser:

Add a new account

Enter the Access Key ID and Secret Access Key provided on your game details page
Add an External Bucket

Add an “External Bucket” using the Buckets-> Add External Bucket option and paste in the bucket and folder name provided on your Game Details page.
If you fail to do this you will get a permissions error as connecting to the root of the deltaDNA archive is not permitted.
Connect to your Archive folders

Select the file(s) you are interested in and download
There is a GZIP compressed CSV for each day, for both DEV and LIVE environments.

S3 Command

S3 Command is a command line tool that can be downloaded from http://s3tools.org/s3cmd. This may be preferable if you wish to download your archives from the command line, or use a script to download archives automatically.
A quick search on Google will reveal numerous free and paid tools for downloading your S3 archives.