I'm trying to download all of the ActivityHistories from our SFDC account. I would like to use the Bulk API to avoid hitting the API rate limit for the day. I'm using the following query to do so:
SELECT (SELECT ActivityDate, Description, WhatId, Subject, Status, Priority, WhoId, Location, IsClosed, DurationInMinutes, ActivityType, AccountId, IsAllDayEvent, IsTask FROM ActivityHistories) FROM Opportunity
However, the results returned are empty. Am querying incorrectly, or is this not supported via the Bulk API? If not, what's the best way to download a copy of all of the activities for opportunities ~twice daily?