Hi Kish: if you are looking to extract data from OneStream for consumption by external applications via a direct connection you should consider the REST Api. There is a DataProvider endpoint that provides methods for getting data from: generic DataSets, Cube Views, generic SQL (from application tables for examples), and the Method Commands (which provides a whole slew of addtional data access options). We haven't used it ourselves, but know that it exists.
You can find the documentation from the XFMarketplace for your current application version.
Hi Kish: there is an ~40 page REST Implementation Guide provided as part of the documentation from OneStream. You can download the documentation for your environment version from the XFMarketplace.
Lastly, if the direct connect is not a hard requirement and you are only looking for data extracts, consider out-of-the box data exports + a BR to send the data where it needs to go.