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I asked a similar question in Dataflow a while back, but never got a reply.
How would I go about exporting orders in a bespoke format? Would it be possible to get Magento to (say) email an order once it’s passed the credit card check, with an attached XML with the order details, for example? Or even export all new orders once a day?
There isn’t a way to do it via the dataflow at the moment but it can be done with the database. Play around with phpmyadmin and export the information from the tables. If you don’t have a clear way to so it after you try, then just post a reply and I’ll provide further detail.