For Hosted Instances:
There is no way to export data from the Datamart using the API or the SDK. The only thing would be to get a full SQL backup of the data in the Datamart. However, again, after discussing this with the team, it would not make much sense to do that as the data in the datamart is the same data that is in Lifecycle. You can get the same data from Lifecycle using the API / SDK and manipulate it to get the same information as you would from doing the same with the datamart data.
The main issue with trying to get large amounts of data from Lifecycle or anywhere else is that you will run into query timeout issues. If you submit very broad queries to bring back everything, it will cause issues as the hosted environment has limits on how much you can pull at once. The best practice would be to have focused queries that will bring back smaller data sets which will not cause query timeout issues.
If necessary, we can request a full backup of the Lifecycle database which they can use for the reporting project they have but they will need to realize that all of the data will only be up to a specific point in time.
For Local Instances:
You can use SQL Server tools to query the Datamart database as much as necessary. Review the other articles on the Community site for the Datamart Schema.