Extract Active Entity list from OneStream by using Data Management Job

I see why you want to use a DM. Here is some basic BR which gets the list of entities from member info and writes a csv file to the system. You may modify to suit your requirements.

Namespace OneStream.BusinessRule.Extender.ExportEntitiesMetaData
	Public Class MainClass
		Public Function Main(ByVal si As SessionInfo, ByVal globals As BRGlobals, ByVal api As Object, ByVal args As ExtenderArgs) As Object
			Try
				Select Case args.FunctionType					
					Case Is = ExtenderFunctionType.Unknown, ExtenderFunctionType.ExecuteDataMgmtBusinessRuleStep
										
					Dim configSettings As AppServerConfigSettings = AppServerConfig.GetSettings(si)
					Dim folderPath As String = FileShareFolderHelper.GetDataManagementExportUsernameFolderForApp(si, True, configSettings.FileShareRootFolder, si.AppToken.AppName) & "\MetaData"
					If Not Directory.Exists(folderPath) Then Directory.CreateDirectory(folderPath)
					Dim filePath As String = folderPath & "\EntityList.csv"				
					If File.Exists(filePath) Then File.Delete(filePath)
				
					Using dbConnFW As DbConnInfo = BRAPi.Database.CreateFrameworkDbConnInfo(si)
						Using dbConnApp As DbConnInfo = BRAPi.Database.CreateApplicationDbConnInfo(si)
							'Get the Members using member script
							Dim mf As String = "E#YourEntityTop.Base"
							'Set up entity dimension
							Dim objDim As OneStream.Shared.Wcf.Dim = DimsWcf.GetDimUsingName(dbConnFW, dbConnApp, "Entities")
							Dim members As List(Of MemberInfo) = MetadataWcf.GetMembersUsingFilter(dbConnFW, dbConnApp, Nothing, si.WorkflowClusterPk, si.PovDataCellPk, objDim.DimPk, mf, 0, Nothing, Nothing, True, False, True)							
								
							Dim sb As New StringBuilder
							sb.AppendLine("Name,Description,Currency")
							For Each memInfo As MemberInfo In members 					
								sb.AppendLine(memInfo.Member.Name & "," & memInfo.Member.Description.Replace(",", "_") & "," & BRApi.Finance.Entity.GetLocalCurrency(si, memInfo.Member.MemberId).Name)
							Next
							' Write the output string to a file
							Dim sw As New StreamWriter(filePath)
							sw.Write(sb)
							sw.Close()						
						End Using
					End Using						
				End Select

				Return Nothing
			Catch ex As Exception
				Throw ErrorHandler.LogWrite(si, New XFException(si, ex))
			End Try
		End Function
	End Class
End Namespace

It's InUse function, use it as follows:

For Each memInfo As MemberInfo In members

   Dim boolInUse As Boolean = BRApi.Finance.Entity.InUse(si, memInfo.Member.MemberID, varyByScenarioTypeId, varyByTimeId)

   If boolInUse Then

        sb.AppendLine(memInfo.Member.Name...

ETC...

Make sure you define varybyscenario and varybytime types in the InUse function.