Daily data exports are possible upon request as part of a custom plan. If you wish to add this feature to your plan, please contact us at firstname.lastname@example.org.
If your plan does support data exports, you can use the Dashboard to download past messages. Navigate to the Messages tab, and you should see an option to export your data. From here, you can select a date and request data exports for that date.
Additionally, it is possible to use the Platform API to list previous messages. Please see the link below:
If you need chat data for serious purpose such as analytics or text post-processing, then periodic (daily) data exports are recommended.