You can download your entire transaction history for free by navigating to Account Settings.
From there, select Data Tools and then Export Transactions History. This will generate a CSV that contains all your imported transactions. In this file, we do not provide your transaction history broken down per exchange, but rather one transaction history file that includes all of your imported transactions across your entire account.
NOTE: This transaction history file does not include your calculated capital gains/losses in the format required to report your crypto taxes, and it will not be accepted by the IRS as a filing document. In order to get the official Form 8949 tax report that includes all your capital gains/losses in the format the IRS requires, you would need to purchase a tax report.