You can use Tracking Data Extracts and FTP them wherever you need.
The result of these extracts is a ZIP file that contains individual files for each of the options (e.g. Sent.txt, SendJobs.txt) for the date range you've configured. Whatever process on your side is consuming these files will need to unzip to a temporary directory and import.
Here are the extract API options and my personal categorization. The documentation (and in SFMC) doesn't really spell out what goes with what.
Output File Options
- OutputFileName
- Format
- FileFormat
- QuoteText
- TextQualifier
- ColumnDelimiter
- FileTransferLocation
- UnicodeOutput
- CharacterEncoding
Notifications
Date Options
- StartDate
- EndDate
- Timezone
- UseLocalTZinQuerypublic
- IncludeMilliseconds
Qualifiers
- AccountIDs
- Attributes
- SendIDs
- EmailSendDefinitionExternalKey
Subscribers
- ExtractSubscribers
- IncludeAllSubscribers
- ExtractAttributes
- extractStatusChanges
Send Job
- ExtractSendJobs
- ExtractSendJobImpressions
Sent
- ExtractSent
- ExtractNotSent
- ExtractSendData
- ExtractSendImpressions
- IncludeTestSends
- IncludeCampaignID
Opens
- ExtractOpens
- IncludeUniqueOpens
- IncludeInferredOpens
- IncludeGEO
- IncludeUserAgentInformation
Clicks
- ExtractClicks
- ExtractClickImpressions
- IncludeUniqueClicks
- IncludeUniqueForURLClicks
Bounces
Unsubscribes
- ExtractUnsubs
- IncludeUnsubReason
- ExtractSpamComplaints
Lists and Data Extensions
- extractListMembershipChanges
- extractLists
- IncludeAllListMembers
- ExtractMultipleDataExtensionListData
Conversions and Surveys
- ExtractConversions
- ExtractSurveyResponses
If you kick these extracts off via API, you can specify whatever date range you need -- outside of the bounds of the interface.