datadog python data export
After this question was asked, Datadog has since added functionality to the Logs and Metrics Query endpoints.
For Metric queries, see here for how you might set different aggregations or bucketing to select specific time series: https://docs.datadoghq.com/api/v1/metrics/#query-timeseries-points
To emit Logs to a long-term archive on a cloud storage provider, such as AWS S3, Azure Storage, or Google Cloud Storage. See more details here: https://docs.datadoghq.com/logs/archives/
Once the logs are on a long-term storage, you can process them via a mechanism of your choice, for example using Amazon Athena to query the log data. See the format of the archive structure and data format here: https://docs.datadoghq.com/logs/archives/#format-of-the-archives